Structure Assessment in Count Time Series
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.
Authors
- Šárka Hudecová (ORCID: https://orcid.org/0000-0002-2514-3206)
Institutions
- Charles University (CZ)
Publication Details
- Journal
- Annual Review of Statistics and Its Application
- Published
- 2025-10-29
- DOI
- https://doi.org/10.1146/annurev-statistics-042424-114518
- Primary Topic
- Financial Risk and Volatility Modeling
- Type
- article
- Field-Weighted Citation Impact
- 0.00