Park, Yousung; Kim, Hee-Young - In: Statistical Papers 53 (2012) 4, pp. 951-970
, the thinning operators make residuals unobservable and are the main difficulty in developing diagnostic tools for … assess probabilistic forecasts, and this new residual is supplemented by a modified usual residuals. Under integer …-valued autoregressive (INAR) models, the properties of these two residuals are investigated and used to evaluate the predictive performance …