Testing for serial dependence in time series models of counts
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Recommendations
- Testing for INAR effects
- Score statistics for testing serial dependence in count data
- Serial dependence and regression of Poisson INARMA models
- Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models
- Tests for time series of counts based on the probability-generating function
Cites work
- scientific article; zbMATH DE number 427543 (Why is no real title available?)
- scientific article; zbMATH DE number 1237531 (Why is no real title available?)
- scientific article; zbMATH DE number 846906 (Why is no real title available?)
- scientific article; zbMATH DE number 3249395 (Why is no real title available?)
- A Bayes procedure for the identification of univariate time series models
- A time series approach to the study of the simple subcritical Galton–Watson process with immigration
- Estimation in integer-valued moving average models
- Goodness-of-fit for a branching process with immigration using sample partial autocorrelations
- Lorenz ranking of income distributions
- Some ARMA models for dependent sequences of poisson counts
- Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models
Cited in
(25)- Diagnostic checks for integer-valued autoregressive models using expected residuals
- Adjusted-range-based self-normalized autocorrelation tests
- Serial dependence of NDARMA processes
- Diagnosing and modeling extra-binomial variation for time-dependent counts
- Semiparametric independence testing for time series of counts and the role of the support
- Thinning operations for modeling time series of counts -- a survey
- Estimation in conditional first order autoregression with discrete support
- Score statistics for testing serial dependence in count data
- Testing for an excessive number of zeros in time series of bounded counts
- A bilinear modeling in counts time series with applications
- Inference for INAR\((p)\) processes with signed generalized power series thinning operator
- Testing for Uncorrelated Residuals in Dynamic Count Models With an Application to Corporate Bankruptcy
- Score-based bootstrap test for serial dependence in count time series
- Binomial thinning models for integer time series
- Analysis of low count time series data by poisson autoregression
- Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models
- Inference for random coefficient INAR(1) process based on frequency domain analysis
- First order non-negative integer valued autoregressive processes with power series innovations
- A Poisson INAR(1) model with serially dependent innovations
- Model diagnostics for Poisson INARMA processes using bivariate dispersion indexes
- Thinning-based models in the analysis of integer-valued time series: a review
- Analyzing the full BINMA time series process using a robust GQL approach
- Tests for time series of counts based on the probability-generating function
- Testing for INAR effects
- Estimation methods for a flexible INAR(1) COM-Poisson time series model
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