Testing model adequacy for some Markov regression models for time series
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Recommendations
- Assessment of Model Adequacy for Markov Regression Time Series Models
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Cited in
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- Local quasi-likelihood approach to varying-coefficient discrete-valued time series models
- Assessment of Model Adequacy for Markov Regression Time Series Models
- Beta seasonal autoregressive moving average models
- Interventions in log-linear Poisson autoregression
- A Portmanteau Test for Smooth Transition Autoregressive Models
- Conway-Maxwell-Poisson autoregressive moving average model for equidispersed, underdispersed, and overdispersed count data
- Checks of model adequacy for univariate time series models and their application to econometric relationships
- Inflated beta autoregressive moving average models
- Beta autoregressive moving average models
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