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- W852237131 abstract "This paper considers a specification test of conditional Poisson regression model for time series count data. Although conditional models for count data have received attention and proposed in several ways, few studies focused on checking its adequacy. Motivated by the test of martingale difference assumption, a specification test via Ljung-Box statistic is proposed in the conditional model of the time series count data. In order to illustrate the performance of Ljung- Box test, simulation results will be provided." @default.
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- W852237131 date "2005-08-01" @default.
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- W852237131 title "Model Checking for Time-Series Count Data" @default.
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- W852237131 doi "https://doi.org/10.5351/ckss.2005.12.2.359" @default.
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