Showing 1 - 10 of 130
Persistent link: https://www.econbiz.de/10011300191
This article considers goodness-of-fit tests for bivariate INAR and bivariate Poisson autoregression models. The test statistics are based on an L2-type distance between two estimators of the probability generating function of the observations: one being entirely nonparametric and the second one...
Persistent link: https://www.econbiz.de/10012696315
Persistent link: https://www.econbiz.de/10011498377
Persistent link: https://www.econbiz.de/10012619416
This article considers goodness-of-fit tests for bivariate INAR and bivariate Poisson autoregression models. The test statistics are based on an L2-type distance between two estimators of the probability generating function of the observations: one being entirely nonparametric and the second one...
Persistent link: https://www.econbiz.de/10012483304
Persistent link: https://www.econbiz.de/10012499140
Persistent link: https://www.econbiz.de/10011694663
Persistent link: https://www.econbiz.de/10011595125
Persistent link: https://www.econbiz.de/10012165592
Persistent link: https://www.econbiz.de/10011873714