Testing the dispersion structure of count time series using Pearson residuals

Parameter estimation and diagnostic tests for INMA(1) processes

(2019) Boris Aleksandrov et al.   TEST

Bootstrapping INAR models

(2019) Carsten Jentsch et al.   BERNOULLI

Testing the compounding structure of the CP-INARCH model

(2017) Christian H. Weiß et al.   METRIKA

Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes

(2016) Christian H. Weiß et al.   STATISTICS & PROBABILITY LETTERS

A Poisson INAR(1) model with serially dependent innovations

(2015) Christian H. Weiß   METRIKA

Compound Poisson INAR(1) processes: Stochastic properties and testing for overdispersion

(2014) Sebastian Schweer et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS

Score statistics for testing serial dependence in count data

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

Useful models for time series of counts or simply wrong ones?

(2010) Robert C. Jung et al.   AStA-Advances in Statistical Analysis

The INARCH(1) Model for Overdispersed Time Series of Counts

(2010) Christian H. Weiß   COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION

Predictive Model Assessment for Count Data

(2009) Claudia Czado et al.   BIOMETRICS

The distribution of Pearson residuals in generalized linear models

(2009) Gauss M. Cordeiro et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS

Diagnostic checking integer-valued ARCH models using conditional residual autocorrelations

(2009) Fukang Zhu et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS