Testing serial dependence in time series models of counts against some INARMA alternatives

DSpace Repository

Show simple item record

dc.contributor.author Jung, Robert C. de_DE
dc.contributor.author Tremayne, Andrew R. de_DE
dc.date.accessioned 2005-09-20 de_DE
dc.date.accessioned 2014-03-18T10:02:17Z
dc.date.available 2005-09-20 de_DE
dc.date.available 2014-03-18T10:02:17Z
dc.date.issued 2001 de_DE
dc.identifier.other 121037533 de_DE
dc.identifier.uri http://nbn-resolving.de/urn:nbn:de:bsz:21-opus-19548 de_DE
dc.identifier.uri http://hdl.handle.net/10900/47414
dc.description.abstract In analysing time series of counts, the need to test for the presence of a dependence structure routinely arises. Suitable tests for this purpose are considered in this paper. en
dc.language.iso en de_DE
dc.publisher Universität Tübingen de_DE
dc.rights ubt-podno de_DE
dc.rights.uri http://tobias-lib.uni-tuebingen.de/doku/lic_ohne_pod.php?la=de de_DE
dc.rights.uri http://tobias-lib.uni-tuebingen.de/doku/lic_ohne_pod.php?la=en en
dc.subject.classification Zeitreihenanalyse , Zähldaten de_DE
dc.subject.ddc 330 de_DE
dc.subject.other Time series of counts , INARMA models , partial autocorrelation , score test , Monte Carlo en
dc.title Testing serial dependence in time series models of counts against some INARMA alternatives en
dc.type ResearchPaper de_DE
utue.publikation.fachbereich Wirtschaftswissenschaften de_DE
utue.publikation.fakultaet 6 Wirtschafts- und Sozialwissenschaftliche Fakultät de_DE
dcterms.DCMIType Text de_DE
utue.publikation.typ workingPaper de_DE
utue.opus.id 1954 de_DE
utue.opus.portal wiwidisk de_DE
utue.opus.portalzaehlung 204.00000 de_DE
utue.publikation.source Tübinger Diskussionsbeiträge der Wirtschaftswissenschaftlichen Fakultät ; 204 de_DE

Dateien:

This item appears in the following Collection(s)

Show simple item record