Validation tests for the innovation distribution in INAR time series models

Degenerate - and -statistics under ergodicity: asymptotics, bootstrap and applications in statistics

(2012) Anne Leucht et al.   ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS

Characteristic function-based hypothesis tests under weak dependence

(2012) Anne Leucht   JOURNAL OF MULTIVARIATE ANALYSIS

First-order integer valued AR processes with zero inflated poisson innovations

(2012) Mansour Aghababaei Jazi et al.   JOURNAL OF TIME SERIES ANALYSIS

Poisson Autoregression

(2010) Konstantinos Fokianos et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models

(2008) Christian Genest et al.   ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES

Thinning operations for modeling time series of counts—a survey

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

New inference procedures for generalized Poisson distributions

(2008) Simos G. Meintanis   JOURNAL OF APPLIED STATISTICS

A class of count models and a new consistent test for the Poisson distribution

(2008) S.G. Meintanis et al.   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

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

(2007) Harry Pavlopoulos et al.   ENVIRONMETRICS