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  • Search: subject:"NB-IINAR(1) model"
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Year of publication
Subject
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Bivariate negative-binomial distribution 2 Count time series 2 Diagnostic tests 2 Iterated thinning 2 NB-IINAR(1) model 2 Stein identity 2
Online availability
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Free 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article 2
Language
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English 2
Author
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Aleksandrov, Boris 2 Faymonville, Maxime 2 Jentsch, Carsten 2 Nik, Simon 2 Weiß, Christian H. 2
Published in...
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Metrika 2
Source
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EconStor 2
Showing 1 - 2 of 2
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Modelling and diagnostic tests for Poisson and negative-binomial count time series
Aleksandrov, Boris; Weiß, Christian H.; Nik, Simon; … - In: Metrika 87 (2023) 7, pp. 843-887
When modelling unbounded counts, their marginals are often assumed to follow either Poisson (Poi) or negative binomial (NB) distributions. To test such null hypotheses, we propose goodness-of-fit (GoF) tests based on statistics relying on certain moment properties. By contrast to most approaches...
Persistent link: https://www.econbiz.de/10015198562
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Cover Image
Modelling and diagnostic tests for Poisson and negative-binomial count time series
Aleksandrov, Boris; Weiß, Christian H.; Nik, Simon; … - In: Metrika 87 (2023) 7, pp. 843-887
When modelling unbounded counts, their marginals are often assumed to follow either Poisson (Poi) or negative binomial (NB) distributions. To test such null hypotheses, we propose goodness-of-fit (GoF) tests based on statistics relying on certain moment properties. By contrast to most approaches...
Persistent link: https://www.econbiz.de/10015400903
Saved in:
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