Modelling and diagnostic tests for Poisson and negative-binomial count time series

Aleksandrov, Boris; Weiß, Christian H.; Nik, Simon; Faymonville, Maxime; Jentsch, Carsten

doi:10.1007/s00184-023-00934-0

Modelling and diagnostic tests for Poisson and negative-binomial count time series

Publication date

2023-12-13

Document type

Forschungsartikel

Author

Aleksandrov, Boris

Weiß, Christian H.

Nik, Simon

Faymonville, Maxime

Jentsch, Carsten

Organisational unit

Quantitative Methoden der Wirtschaftswissenschaften

DOI

10.1007/s00184-023-00934-0

URI

https://openhsu.ub.hsu-hh.de/handle/10.24405/18653

Publisher

Springer

Series or journal

Metrika

ISSN

1435-926X

Periodical volume

87

First page

843

Last page

887

Peer-reviewed

✅

Part of the university bibliography

✅

Language

English

Keyword

Bivariate negative-binomial distribution

Count time series

Diagnostic tests

Iterated thinning

NB-IINAR(1) model

Stein identity

Description

This article is licensed under a Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/).

Version

Published version

Access right on openHSU

Metadata only access

Open Access Funding

Springer Nature (DEAL)