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Jung, Robert [Author]; Tremayne, Andrew R. [Author]

Testing serial dependence in time series models of counts against some INARMA alternatives

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  • Media type: Report; E-Book
  • Title: Testing serial dependence in time series models of counts against some INARMA alternatives
  • Contributor: Jung, Robert [Author]; Tremayne, Andrew R. [Author]
  • Published: Tübingen: Eberhard Karls Universität Tübingen, Wirtschaftswissenschaftliche Fakultät, 2001
  • Language: English
  • Keywords: partial autocorrelation ; Nichtparametrisches Verfahren ; score test ; Monte Carlo ; Theorie ; Time series of counts ; INARMA models ; Statistischer Test ; ARMA-Modell
  • Origination:
  • Footnote: Diese Datenquelle enthält auch Bestandsnachweise, die nicht zu einem Volltext führen.
  • Description: 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.
  • Access State: Open Access