Specifications tests for count time series models with covariates
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F24%3A10506303" target="_blank" >RIV/00216208:11320/24:10506303 - isvavai.cz</a>
Result on the web
<a href="https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=GVR7yhwxzS" target="_blank" >https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=GVR7yhwxzS</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/s11749-024-00933-x" target="_blank" >10.1007/s11749-024-00933-x</a>
Alternative languages
Result language
angličtina
Original language name
Specifications tests for count time series models with covariates
Original language description
We propose a goodness-of-fit test for a class of count time series models with covariates which includes the Poisson autoregressive model with covariates (PARX) as a special case. The test criteria are derived from a specific characterization for the conditional probability generating function, and the test statistic is formulated as a L2documentclass[12pt]{minimal} usepackage{amsmath} usepackage{wasysym} usepackage{amsfonts} usepackage{amssymb} usepackage{amsbsy} usepackage{mathrsfs} usepackage{upgreek} setlength{oddsidemargin}{-69pt} begin{document}$$L_2$$end{document} weighting norm of the corresponding sample counterpart. The asymptotic properties of the proposed test statistic are provided under the null hypothesis as well as under specific alternatives. A bootstrap version of the test is explored in a Monte-Carlo study and illustrated on a real data set on road safety.
Czech name
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
10103 - Statistics and probability
Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2024
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Test
ISSN
1133-0686
e-ISSN
1863-8260
Volume of the periodical
33
Issue of the periodical within the volume
4
Country of publishing house
ES - SPAIN
Number of pages
27
Pages from-to
1014-1040
UT code for WoS article
001259364700001
EID of the result in the Scopus database
2-s2.0-85197295523