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A Journal of Theoretical and Applied Statistics
Volume 49, 2015 - Issue 2
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Original Articles

Tests for time series of counts based on the probability-generating function

Šárka HudecováDepartment of Probability and Mathematical Statistics, Charles University in Prague, Faculty of Mathematics and Physics, Sokolovská 83, CZ-18675Praha 8, Czech Republic
,
Marie HuškováDepartment of Probability and Mathematical Statistics, Charles University in Prague, Faculty of Mathematics and Physics, Sokolovská 83, CZ-18675Praha 8, Czech Republic
&
Simos G. MeintanisDepartment of Economics, National and Kapodistrian University of Athens, 1 Sophocleous Str., and Aristidou Str., 105 59Athens, Greece;Unit for Business Mathematics and Informatics, North West University, Potchefstroom, South AfricaCorrespondence[email protected]
Pages 316-337 | Received 20 Nov 2013, Accepted 17 Oct 2014, Published online: 01 Dec 2014

Citations (12)

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Kaizhi Yu, Huiqiao Wang & Christian H. Weiß. (2023) An empirical-likelihood-based structural-change test for INAR processes. Journal of Statistical Computation and Simulation 93:3, pages 442-458.
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Articles from other publishers (11)

Masoomeh Forughi, Zohreh Shishebor & Atefeh Zamani. (2021) Portmanteau tests for generalized integer-valued autoregressive time series models. Statistical Papers 63:4, pages 1163-1185.
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Sangyeol Lee, Simos G. Meintanis & Charl Pretorius. (2022) Monitoring procedures for strict stationarity based on the multivariate characteristic function. Journal of Multivariate Analysis 189, pages 104892.
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Sangyeol Lee & Byungsoo Kim. (2021) Recent progress in parameter change test for integer-valued time series models. Journal of the Korean Statistical Society 50:3, pages 730-755.
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Šárka Hudecová, Marie Hušková & Simos G. Meintanis. (2021) Goodness–of–Fit Tests for Bivariate Time Series of Counts. Econometrics 9:1, pages 10.
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Jiwon Kang. (2018) Detection of Parameter Change in Random Coefficient Integer-Valued Autoregressive Models. Entropy 20:2, pages 107.
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Šárka Hudecová, Marie Hušková & Simos G. Meintanis. (2017) Tests for Structural Changes in Time Series of Counts. Scandinavian Journal of Statistics 44:4, pages 843-865.
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Amanda Fernández-FonteloSara FontdecabaAnna AlbaPedro Puig. (2017) Integer-valued AR processes with Hermite innovations and time-varying parameters: An application to bovine fallen stock surveillance at a local scale. Statistical Modelling 17:3, pages 172-195.
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Sebastian Schweer. (2015) A Goodness‐of‐Fit Test for Integer‐Valued Autoregressive Processes. Journal of Time Series Analysis 37:1, pages 77-98.
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Šárka Hudecová, Marie Hušková & Simos Meintanis. 2016. Nonparametric Statistics. Nonparametric Statistics 47 58 .
Manuel G. Scotto, Christian H. Weiß & Sónia Gouveia. (2015) Thinning-based models in the analysis of integer-valued time series: a review. Statistical Modelling 15:6, pages 590-618.
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Šárka Hudecová, Marie Hušková & Simos Meintanis. 2015. Stochastic Models, Statistics and Their Applications. Stochastic Models, Statistics and Their Applications 11 18 .

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