A Goodness-of-Fit Test for Integer-Valued Autoregressive Processes

For autoregressive count data time series, a goodness‐of‐fit test based on the empirical joint probability generating function is considered. The underlying process is contained in a general class of Markovian models satisfying a drift condition. Asymptotic theory for the test statistic is provided,...

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Veröffentlicht in:	Journal of time series analysis 2016-01, Vol.37 (1), p.77-98
1. Verfasser:	Schweer, Sebastian
Format:	Artikel
Sprache:	eng
Schlagworte:	drift condition Goodness-of-fit test integer-valued time series Markov analysis parametric bootstrap probability generating function Regression analysis Studies Time series
Online-Zugang:	Volltext
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