An alternative test for zero modification in the INAR(1) model with Poisson innovations. Issue 3 (4th March 2023)

• Record Type: Journal Article
• Authors: Huang, Jie; Zhu, Fukang
• Is Part Of: Communications in statistics. Volume 52:Issue 3(2023)
• Page Start: 803
• Page End: 816
• Publication Date: 2023-03-04
• Subjects: INAR -- Time series of counts -- Zero deflation -- Zero inflation -- ZMP; Mathematical statistics -- Periodicals; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5
• DOI: 10.1080/03610918.2020.1869987
• Languages: English
• ISSNs: 0361-0918

Abstract

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.