Tests for time series of counts based on probability generating function

Kód výsledku v 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>

Výsledek na webu

<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>

Jazyk výsledku

angličtina

Název v původním jazyce

Tests for time series of counts based on probability generating function

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

Tests for time series of counts based on probability generating function

Popis výsledku anglicky

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.

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

BA - Obecná matematika

OECD FORD obor

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Projekt

Výsledek vznikl pri realizaci vícero projektů. Více informací v záložce Projekty.

Návaznosti

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Rok uplatnění

2015

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Statistics

ISSN

0233-1888

e-ISSN

—

Svazek periodika

49

Číslo periodika v rámci svazku

2

Stát vydavatele periodika

DE - Spolková republika Německo

Počet stran výsledku

22

Strana od-do

316-337

Kód UT WoS článku

000351837000004

EID výsledku v databázi Scopus

2-s2.0-84926248762