Abstract

Several methods have been proposed for detecting zero modification in the first-order integer-valued autoregressive (INAR(1)) process. A basic problem of these tests is that they rely upon asymptotic results. In this paper, an alternative test is introduced which makes direct use of the approximate distribution of the number of zeros, which can be described by a beta-binomial distribution. A hybrid estimator of the mean parameter of the marginal distribution of the Poisson INAR(1) process is given. A simulation study shows that power and size of the proposed test are competitive. Finally, real data examples are provided.

中文翻译：

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使用Poisson创新的INAR（1）模型中零修正的替代测试

摘要

已经提出了几种方法来检测一阶整数值自回归（INAR（1））过程中的零修改。这些测试的一个基本问题是它们依赖渐近结果。在本文中，介绍了一种替代测试，该测试直接使用零个数的近似分布，可以通过β-二项分布来描述。给出了泊松INAR（1）过程边际分布平均参数的混合估计量。仿真研究表明，拟议测试的功能和规模具有竞争力。最后，提供了真实的数据示例。