Jiajing Sun

University of Liverpool

Chatham Street

Liverpool, L69 7ZA

United Kingdom

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Score Statistics for Testing Serial Dependence in Count Data

Journal of Time Series Analysis, Vol. 34, Issue 3, pp. 315-329, 2013
Number of pages: 15 Posted: 26 Apr 2013
Jiajing Sun and Brendan P.M. McCabe
University of Liverpool and University of Liverpool - Management School (ULMS)
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Abstract:

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Time series of counts, INAR model, Poisson autoregressive models, score test, Monte‐Carlo, size and power properties, random coefficient thinning, binomial thinning, beta‐binomial thinning, hypergeometric thinning