Testing serial dependence in time series models of counts against some INARMA alternatives

In analysing time series of counts, the need to test for the presence of a dependence structure routinely arises. Suitable tests for this purpose are considered in this paper.

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Year of publication:	2001
Authors:	Jung, Robert ; Tremayne, Andrew R.
Institutions:	Wirtschaftswissenschaftlichen Fakultät, Eberhard-Karls-Universität Tübingen
Subject:	Time series of counts \| INARMA models \| partial autocorrelation \| score test \| Monte Carlo

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Extent:	application/pdf
Series:	Tübinger Diskussionsbeiträge.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number 204
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10009151400