Tests for counting sequences of integer-valued autoregressive models
From MaRDI portal
Cites work
- A p-order signed integer-valued autoregressive (SINAR(p)) model
- A goodness-of-fit test for integer-valued autoregressive processes
- A goodness-of-fit test for Poisson count processes
- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
- A New Type of Discrete Self-Decomposability and Its Application to Continuous-Time Markov Processes for Modeling Count Data Time Series
- A simple integer-valued bilinear time series model
- Absolute regularity and ergodicity of Poisson count processes
- An \(\mathrm{INAR}(1)\) process for modeling count time series with equidispersion, underdispersion and overdispersion
- Degenerate U- and V-statistics under ergodicity: asymptotics, bootstrap and applications in statistics
- First-order integer valued AR processes with zero inflated Poisson innovations
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- Goodness-of-fit testing of a count time series' marginal distribution
- Goodness‐of‐fit tests for Poisson count time series based on the Stein–Chen identity
- Martingale methods in statistics
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes
- Note on integer-valued bilinear time series models
- On characterization and goodness-of-fit test of some discrete distribution families
- On conditional least squares estimation for stochastic processes
- On weak dependence conditions: the case of discrete valued processes
- Poisson QMLE of count time series models
- Poisson-Lindley INAR(1) model with applications
- Self-normalized central limit theorem for sums of weakly dependent random variables
- Space-time Integer-valued ARMA modelling for time series of counts
- Test for Conditional Variance of Integer-Valued Time Series
- Testing for zero inflation and overdispersion in INAR(1) models
- Tests for time series of counts based on the probability-generating function
- The Multivariate Ginar(p) Process
- The use of subseries values for estimating the variance of a general statistic from a stationary sequence
- Thinning operations for modeling time series of counts -- a survey
- Time series: Theory and methods
- Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
- Validation tests for the innovation distribution in INAR time series models
This page was built for publication: Tests for counting sequences of integer-valued autoregressive models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6924870)