Browsing by Subject "Autoregression"

Now showing items 1-2 of 2

    • Article  

      Bootstrapping unit root tests for autoregressive time series 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2005)
      The theory developed for bootstrapping unit root tests in an autoregressive (AR) context has been concerned mainly with the large-sample behavior of the methods proposed under the assumption that the null hypothesis is ...
    • Article  

      A goodness-of-fit test for Poisson count processes 

      Fokianos, Konstantinos; Neumann, M. H. (2013)
      We are studying a novel class of goodness-of-fit tests for parametric count time series regression models. These test statistics are formed by considering smoothed versions of the empirical process of the Pearson residuals. ...