Score statistics for testing serial dependence in count data
Author:
Publisher
Wiley
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/jtsa.12014/fullpdf
Reference11 articles.
1. Maximum likelihood estimation of higher-order integer-valued autoregressive processes;Bu;Journal of Time Series Analysis,2008
2. Semi-parametric specification tests for discrete probability models;Fang;Journal of Risk and Insurance,2003
3. Testing for serial dependence in time series models of counts;Jung;Journal of Time Series Analysis,2003
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