Work

Structure Assessment in Count Time Series

Year: 2025

Type: review

Abstract: Assessing the performance of an estimated model for count time series is critical for subsequent statistical inference and distributional forecasting. This article reviews the most commonly used count time series models and focuses on evaluating their goodness of fit. Various formal statistical tests are presented, along with useful graphical diagnostic tools. The methods are illustrated on a real data example.

Source: Annual Review of Statistics and Its Application

DOI: 10.1146/annurev-statistics-042424-114518

Author: Šárka Hudecová

Institution: Charles University

Language: English

Topic: Statistical Distribution Estimation and Applications

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: hybrid

OpenAlex ID: W4415673797

FWCI:

Cites: 37

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