Browsing by Subject "Empirical probability-generating function"

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Tests for time series of counts based on the probability-generating functions for time series of counts based on the probability-generating function

Hudecová, Sárka; Meintanis, Simos G.; Husková, Marie (Taylor & Francis, 2015)

We propose testing procedures for the hypothesis that a given set of discrete observations may be formulated as a particular time series of counts with a specific conditional law. The new test statistics incorporate the ...