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.
Publisher:	Tübingen : Eberhard Karls Universität Tübingen, Wirtschaftswissenschaftliche Fakultät
Subject:	Nichtparametrisches Verfahren \| Statistischer Test \| Theorie \| ARMA-Modell \| Time series of counts \| INARMA models \| partial autocorrelation \| score test \| Monte Carlo

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Series:	Tübinger Diskussionsbeiträge ; 204
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	813129052 [GVK] hdl:10419/47526 [Handle] RePEc:zbw:tuedps:204 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010305016