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Detecting and modelling serial dependence in non-Gaussian and nonlinear time series. (Abstract of thesis). (English) Zbl 1378.62071

From the text: Discrete time series data is seen in a wide variety of disciplines including biology, medicine, psychology, criminology and economics. However, traditional methods of detecting serial correlation in time series are not specifically designed for detecting serial dependence in discrete-valued time series. Thus new methods are needed to provide informative and implementable testing approaches.

MSC:

62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F12 Asymptotic properties of parametric estimators
62G08 Nonparametric regression and quantile regression
62J12 Generalized linear models (logistic models)
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