Tests for time series of counts based on probability generating function
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F15%3A10314681" target="_blank" >RIV/00216208:11320/15:10314681 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1080/02331888.2014.979826" target="_blank" >http://dx.doi.org/10.1080/02331888.2014.979826</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1080/02331888.2014.979826" target="_blank" >10.1080/02331888.2014.979826</a>
Alternative languages
Result language
angličtina
Original language name
Tests for time series of counts based on probability generating function
Original language description
Tests for time series of counts based on the probability-generating function By: Hudecova, Sarka; Huskova, Marie; Meintanis, Simos G. STATISTICS Volume: 49 Issue: 2 Pages: 316-337 Published: MAR 4 2015 Context Sensitive Links Full Text from Publisher View AbstractClose AbstractClose Abstract We propose testing procedures for the hypothesis that a given set of discrete observations may be formulated as a particular time series of counts with a specific conditional law. The new test statistics incorporatethe empirical probability-generating function computed from the observations. Special emphasis is given to the popular models of integer autoregression and Poisson autoregression. The asymptotic properties of the proposed test statistics are studied under the null hypothesis as well as under alternatives. A Monte Carlo power study on bootstrap versions of the new methods is included as well as real-data examples.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Statistics
ISSN
0233-1888
e-ISSN
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Volume of the periodical
49
Issue of the periodical within the volume
2
Country of publishing house
DE - GERMANY
Number of pages
22
Pages from-to
316-337
UT code for WoS article
000351837000004
EID of the result in the Scopus database
2-s2.0-84926248762