Wang, Huiqiao; Weiß, Christian H.; Zhang, Mingming - In: AStA Advances in Statistical Analysis 109 (2024) 2, pp. 241-279
A common choice for the marginal distribution of a bivariate count time series is the bivariate Poisson distribution … a marginal bivariate Poisson distribution is not suitable. To test the discrepancy between the actual count data and the … bivariate Poisson distribution, we propose a new goodness-of-fit test based on a bivariate dispersion index. The asymptotic …