Goodness-of-fit testing of a count time series’ marginal distribution
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DOI: 10.1007/s00184-018-0674-z
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- Šárka Hudecová & Marie Hušková & Simos G. Meintanis, 2021. "Goodness–of–Fit Tests for Bivariate Time Series of Counts," Econometrics, MDPI, vol. 9(1), pages 1-20, March.
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Keywords
Count time series; Goodness-of-fit test; Estimated parameters; Asymptotic approximation; Quadratic-form distribution;All these keywords.
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