SEMIPARAMETRIC INDEPENDENCE TESTING FOR TIME SERIES OF COUNTS AND THE ROLE OF THE SUPPORT

A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE

(2015) Meng Huang et al.   ECONOMETRIC THEORY

SPECIFICATION TESTING WHEN THE NULL IS NONPARAMETRIC OR SEMIPARAMETRIC

(2014) Juan M. Rodríguez-Póo et al.   ECONOMETRIC THEORY

Score statistics for testing serial dependence in count data

(2012) Jiajing Sun et al.   JOURNAL OF TIME SERIES ANALYSIS

Efficient probabilistic forecasts for counts

(2011) Brendan P. M. McCabe et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS

(2010) Xiaofeng Shao   ECONOMETRIC THEORY

Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued AR(p) models

(2009) Feike C. Drost et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Thinning operations for modeling time series of counts—a survey

(2008) Christian H. Weiß   AStA-Advances in Statistical Analysis

INAR(1) modeling of overdispersed count series with an environmental application

(2007) Harry Pavlopoulos et al.   ENVIRONMETRICS