Test for conditional Poissonity in integer-valued conditional autoregressive models

DOI10.1080/00949655.2024.2431097MaRDI QIDQ6967438zbMATH OpenFDO

Authors Jiwon Kang, Junmo Song

Publication date 26 June 2025

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistics (62-XX) Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of parametric tests (62F05)

Cites work

• A goodness-of-fit test for Poisson count processes
• A goodness-of-fit test for integer-valued autoregressive processes
• Absolute regularity and ergodicity of Poisson count processes
• Integer-Valued GARCH Process
• Maximum Likelihood Estimation of Misspecified Models
• Modeling time series of counts with COM-Poisson INGARCH models
• Normality test in random coefficient autoregressive models
• On goodness of fit tests for the Poisson, negative binomial and binomial distributions
• On weak dependence conditions for Poisson autoregressions
• Optimal Stein-type goodness-of-fit tests for count data
• Parameter Change Test for Poisson Autoregressive Models
• Poisson QMLE of count time series models
• Poisson autoregression
• Score test for parameter change in Poisson autoregressive models
• Testing for Poisson arrivals in INAR(1) processes
• The INARCH(1) model for overdispersed time series of counts

Cited in

(1)

• A moment-based test for conditional poissonity in integer-valued conditional autoregressive models

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