@article{uoadl:3485870,
    volume = "33",
    number = "4",
    pages = "1014 – 1040",
    journal = "Software Test & Quality Assurance",
    BIBTEX_ENTRY = "article",
    year = "2024",
    author = "Hudecová, Šárka and Hušková, Marie and Meintanis, Simos G.",
    abstract = "We propose a goodness-of-fit test for a class of count time series models with covariates which includes the Poisson autoregressive model with covariates (PARX) as a special case. The test criteria are derived from a specific characterization for the conditional probability generating function, and the test statistic is formulated as a L2 weighting norm of the corresponding sample counterpart. The asymptotic properties of the proposed test statistic are provided under the null hypothesis as well as under specific alternatives. A bootstrap version of the test is explored in a Monte–Carlo study and illustrated on a real data set on road safety. © The Author(s) 2024.",
    title = "Specifications tests for count time series models with covariates",
    doi = "10.1007/S11749-024-00933-X"
}