Testing serial dependence in time series models of counts against some INARMA alternatives
Robert Jung and Andrew R. Tremayne
| Year of publication: |
2001
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|---|---|
| Authors: | Jung, Robert ; Tremayne, Andrew R. |
| Publisher: |
Tübingen : Wirtschaftswiss. Seminar Tübingen : Wirtschaftswiss. Fak. der Eberhard-Karls-Univ. |
| Subject: | Time series of counts | INARMA models | partial autocorrelation | score test | Monte Carlo | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | ARMA-Modell | ARMA model | Autokorrelation | Autocorrelation | Nichtparametrisches Verfahren | Nonparametric statistics | Monte-Carlo-Simulation | Monte Carlo simulation |
| Description of contents: |
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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| Extent: | Online-Ressource (PDF-Datei: 35 S.) graph. Darst. |
|---|---|
| Series: | Tübinger Diskussionsbeitrag. - Tübingen : Wirtschaftswiss. Fak. der Eberhard-Karls-Univ., ZDB-ID 2136475-8. - Vol. 204 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzugen: Acrobat Reader |
| Other identifiers: | hdl:10419/47526 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010457725