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Effects of Overdispersion on Testing for Serial Dependence in the Time Series of Counts Data
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  • Effects of Overdispersion on Testing for Serial Dependence in the Time Series of Counts Data
  • Effects of Overdispersion on Testing for Serial Dependence in the Time Series of Counts Data
저자명
Kim. Hee-Young,Park. You-Sung
간행물명
한국통계학회 논문집
권/호정보
2010년|17권 6호|pp.829-843 (15 pages)
발행정보
한국통계학회
파일정보
정기간행물|ENG|
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이 논문은 한국과학기술정보연구원과 논문 연계를 통해 무료로 제공되는 원문입니다.
서지반출

기타언어초록

To test for the serial dependence in time series of counts data, Jung and Tremayne (2003) evaluated the size and power of several tests under the class of INARMA models based on binomial thinning operations for Poisson marginal distributions. The overdispersion phenomenon(i.e., a variance greater than the expectation) is common in the real world. Overdispersed count data can be modeled by using alternative thinning operations such as random coefficient thinning, iterated thinning, and quasi-binomial thinning. Such thinning operations can lead to time series models of counts with negative binomial or generalized Poisson marginal distributions. This paper examines whether the test statistics used by Jung and Tremayne (2003) on serial dependence in time series of counts data are affected by overdispersion.