Tests for Integer-valued Time Series Based on the Probability Generating Function

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F25%3A10502852" target="_blank" >RIV/00216208:11320/25:10502852 - isvavai.cz</a>
Result on the web
<a href="https://measurement.sk/M2025/doc/Proceedings-2025.pdf" target="_blank" >https://measurement.sk/M2025/doc/Proceedings-2025.pdf</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.23919/MEASUREMENT66999.2025" target="_blank" >10.23919/MEASUREMENT66999.2025</a>

Result language
angličtina
Original language name
Tests for Integer-valued Time Series Based on the Probability Generating Function
Original language description
This paper addresses models for time series of integer-valued variables. Such series arise in various applications, often as increment series for counts of interest. A model with a GARCH-type structure with the Skellam conditional distribution is considered. We propose a novel testing procedure to assess the null hypothesis that a set of integer-valued observations follows such model. The proposed test statistic incorporates the empirical probability generating function computed from the data.
Czech name
—
Czech description
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Project
<a href="/en/project/GA25-15844S" target="_blank" >GA25-15844S: Structural tests based on the optimal transport</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2025
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of the 15th International Conference on Measurement
ISBN
978-80-691-5900-6
ISSN
—
e-ISSN
—
Number of pages
4
Pages from-to
49-52
Publisher name
IEEE345 E 47TH ST, NEW YORK, NY 10017 USA
Place of publication
Smolenice
Event location
Smolenice, Slovensko
Event date
Jun 2, 2025
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
001588537200012

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