{"id":"https://openalex.org/W4313583507","doi":"https://doi.org/10.3390/e25010105","title":"Partial Autocorrelation Diagnostics for Count Time Series","display_name":"Partial Autocorrelation Diagnostics for Count Time Series","publication_year":2023,"publication_date":"2023-01-04","ids":{"openalex":"https://openalex.org/W4313583507","doi":"https://doi.org/10.3390/e25010105","pmid":"https://pubmed.ncbi.nlm.nih.gov/36673246"},"language":"en","primary_location":{"id":"doi:10.3390/e25010105","is_oa":true,"landing_page_url":"https://doi.org/10.3390/e25010105","pdf_url":"https://www.mdpi.com/1099-4300/25/1/105/pdf?version=1673781956","source":{"id":"https://openalex.org/S195231649","display_name":"Entropy","issn_l":"1099-4300","issn":["1099-4300"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Entropy","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj","pubmed"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://www.mdpi.com/1099-4300/25/1/105/pdf?version=1673781956","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5078285166","display_name":"Christian Wei\u00df","orcid":"https://orcid.org/0000-0001-8739-6631"},"institutions":[{"id":"https://openalex.org/I190134885","display_name":"Helmut Schmidt University","ror":"https://ror.org/04e8jbs38","country_code":"DE","type":"education","lineage":["https://openalex.org/I190134885"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"Christian H. Wei\u00df","raw_affiliation_strings":["Department of Mathematics and Statistics, Helmut Schmidt University, 22043 Hamburg, Germany"],"raw_orcid":"https://orcid.org/0000-0001-8739-6631","affiliations":[{"raw_affiliation_string":"Department of Mathematics and Statistics, Helmut Schmidt University, 22043 Hamburg, Germany","institution_ids":["https://openalex.org/I190134885"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5109507715","display_name":"Boris Aleksandrov","orcid":null},"institutions":[{"id":"https://openalex.org/I190134885","display_name":"Helmut Schmidt University","ror":"https://ror.org/04e8jbs38","country_code":"DE","type":"education","lineage":["https://openalex.org/I190134885"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Boris Aleksandrov","raw_affiliation_strings":["Department of Mathematics and Statistics, Helmut Schmidt University, 22043 Hamburg, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics and Statistics, Helmut Schmidt University, 22043 Hamburg, Germany","institution_ids":["https://openalex.org/I190134885"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5022819520","display_name":"Maxime Faymonville","orcid":"https://orcid.org/0000-0001-5565-0711"},"institutions":[{"id":"https://openalex.org/I200332995","display_name":"TU Dortmund University","ror":"https://ror.org/01k97gp34","country_code":"DE","type":"education","lineage":["https://openalex.org/I200332995"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Maxime Faymonville","raw_affiliation_strings":["Department of Statistics, TU Dortmund University, 44221 Dortmund, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Statistics, TU Dortmund University, 44221 Dortmund, Germany","institution_ids":["https://openalex.org/I200332995"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5013581565","display_name":"Carsten Jentsch","orcid":"https://orcid.org/0000-0001-7824-1697"},"institutions":[{"id":"https://openalex.org/I200332995","display_name":"TU Dortmund University","ror":"https://ror.org/01k97gp34","country_code":"DE","type":"education","lineage":["https://openalex.org/I200332995"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Carsten Jentsch","raw_affiliation_strings":["Department of Statistics, TU Dortmund University, 44221 Dortmund, Germany"],"raw_orcid":"https://orcid.org/0000-0001-7824-1697","affiliations":[{"raw_affiliation_string":"Department of Statistics, TU Dortmund University, 44221 Dortmund, Germany","institution_ids":["https://openalex.org/I200332995"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5078285166"],"corresponding_institution_ids":["https://openalex.org/I190134885"],"apc_list":{"value":2000,"currency":"CHF","value_usd":2165},"apc_paid":{"value":2000,"currency":"CHF","value_usd":2165},"fwci":4.9847,"has_fulltext":true,"cited_by_count":18,"citation_normalized_percentile":{"value":0.95363041,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":94,"max":99},"biblio":{"volume":"25","issue":"1","first_page":"105","last_page":"105"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9937000274658203,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9937000274658203,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.9902999997138977,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11443","display_name":"Advanced Statistical Process Monitoring","score":0.9822999835014343,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/partial-autocorrelation-function","display_name":"Partial autocorrelation function","score":0.8599960803985596},{"id":"https://openalex.org/keywords/count-data","display_name":"Count data","score":0.8483519554138184},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.7492592334747314},{"id":"https://openalex.org/keywords/autocorrelation","display_name":"Autocorrelation","score":0.6524931192398071},{"id":"https://openalex.org/keywords/autoregressive-model","display_name":"Autoregressive model","score":0.5930832624435425},{"id":"https://openalex.org/keywords/context","display_name":"Context (archaeology)","score":0.5447046756744385},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.5332396030426025},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.5157139897346497},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.4409346878528595},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3315660059452057},{"id":"https://openalex.org/keywords/autoregressive-integrated-moving-average","display_name":"Autoregressive integrated moving average","score":0.2631039619445801}],"concepts":[{"id":"https://openalex.org/C114775468","wikidata":"https://www.wikidata.org/wiki/Q1258253","display_name":"Partial autocorrelation function","level":4,"score":0.8599960803985596},{"id":"https://openalex.org/C33643355","wikidata":"https://www.wikidata.org/wiki/Q5176731","display_name":"Count data","level":3,"score":0.8483519554138184},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7492592334747314},{"id":"https://openalex.org/C5297727","wikidata":"https://www.wikidata.org/wiki/Q786970","display_name":"Autocorrelation","level":2,"score":0.6524931192398071},{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.5930832624435425},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.5447046756744385},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.5332396030426025},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.5157139897346497},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.4409346878528595},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3315660059452057},{"id":"https://openalex.org/C24338571","wikidata":"https://www.wikidata.org/wiki/Q2566298","display_name":"Autoregressive integrated moving average","level":3,"score":0.2631039619445801},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C100906024","wikidata":"https://www.wikidata.org/wiki/Q205692","display_name":"Poisson distribution","level":2,"score":0.0}],"mesh":[],"locations_count":5,"locations":[{"id":"doi:10.3390/e25010105","is_oa":true,"landing_page_url":"https://doi.org/10.3390/e25010105","pdf_url":"https://www.mdpi.com/1099-4300/25/1/105/pdf?version=1673781956","source":{"id":"https://openalex.org/S195231649","display_name":"Entropy","issn_l":"1099-4300","issn":["1099-4300"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Entropy","raw_type":"journal-article"},{"id":"pmid:36673246","is_oa":false,"landing_page_url":"https://pubmed.ncbi.nlm.nih.gov/36673246","pdf_url":null,"source":{"id":"https://openalex.org/S4306525036","display_name":"PubMed","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1299303238","host_organization_name":"National Institutes of Health","host_organization_lineage":["https://openalex.org/I1299303238"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Entropy (Basel, Switzerland)","raw_type":null},{"id":"pmh:oai:pubmedcentral.nih.gov:9857374","is_oa":true,"landing_page_url":"https://www.ncbi.nlm.nih.gov/pmc/articles/9857374","pdf_url":"https://pmc.ncbi.nlm.nih.gov/articles/PMC9857374/pdf/entropy-25-00105.pdf","source":{"id":"https://openalex.org/S2764455111","display_name":"PubMed Central","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1299303238","host_organization_name":"National Institutes of Health","host_organization_lineage":["https://openalex.org/I1299303238"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Entropy (Basel)","raw_type":"Text"},{"id":"pmh:oai:doaj.org/article:1bf90b88b38a4452895de558a51a42a8","is_oa":true,"landing_page_url":"https://doaj.org/article/1bf90b88b38a4452895de558a51a42a8","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Entropy, Vol 25, Iss 1, p 105 (2023)","raw_type":"article"},{"id":"pmh:oai:mdpi.com:/1099-4300/25/1/105/","is_oa":true,"landing_page_url":"https://dx.doi.org/10.3390/e25010105","pdf_url":null,"source":{"id":"https://openalex.org/S4306400947","display_name":"MDPI (MDPI AG)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4210097602","host_organization_name":"Multidisciplinary Digital Publishing Institute (Switzerland)","host_organization_lineage":["https://openalex.org/I4210097602"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Entropy; Volume 25; Issue 1; Pages: 105","raw_type":"Text"}],"best_oa_location":{"id":"doi:10.3390/e25010105","is_oa":true,"landing_page_url":"https://doi.org/10.3390/e25010105","pdf_url":"https://www.mdpi.com/1099-4300/25/1/105/pdf?version=1673781956","source":{"id":"https://openalex.org/S195231649","display_name":"Entropy","issn_l":"1099-4300","issn":["1099-4300"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Entropy","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G164513671","display_name":null,"funder_award_id":"437270842","funder_id":"https://openalex.org/F4320320879","funder_display_name":"Deutsche Forschungsgemeinschaft"}],"funders":[{"id":"https://openalex.org/F4320320879","display_name":"Deutsche Forschungsgemeinschaft","ror":"https://ror.org/018mejw64"}],"has_content":{"grobid_xml":false,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4313583507.pdf"},"referenced_works_count":33,"referenced_works":["https://openalex.org/W134544389","https://openalex.org/W1587896874","https://openalex.org/W1976059890","https://openalex.org/W1983662669","https://openalex.org/W1988507709","https://openalex.org/W1989670262","https://openalex.org/W1991294396","https://openalex.org/W2008779124","https://openalex.org/W2009171527","https://openalex.org/W2044121999","https://openalex.org/W2045737500","https://openalex.org/W2047636878","https://openalex.org/W2065268060","https://openalex.org/W2082622228","https://openalex.org/W2084547601","https://openalex.org/W2093206764","https://openalex.org/W2117897510","https://openalex.org/W2135691157","https://openalex.org/W2137387582","https://openalex.org/W2145556071","https://openalex.org/W2153552426","https://openalex.org/W2253183391","https://openalex.org/W2326591006","https://openalex.org/W2883447105","https://openalex.org/W2949031452","https://openalex.org/W2967370965","https://openalex.org/W3013704867","https://openalex.org/W3121913090","https://openalex.org/W4230173782","https://openalex.org/W4234580748","https://openalex.org/W4292963524","https://openalex.org/W4296962492","https://openalex.org/W6677594458"],"related_works":["https://openalex.org/W4253828147","https://openalex.org/W1982721348","https://openalex.org/W4238864106","https://openalex.org/W2000117560","https://openalex.org/W2130417215","https://openalex.org/W2916191650","https://openalex.org/W1975547340","https://openalex.org/W122567830","https://openalex.org/W1493644805","https://openalex.org/W2371489490"],"abstract_inverted_index":{"In":[0],"a":[1,61,165],"time":[2],"series":[3],"context,":[4],"the":[5,8,20,34,37,47,53,65,68,78,83,87,101,116,119,131,154],"study":[6],"of":[7,22,39,67,118,130],"partial":[9],"autocorrelation":[10],"function":[11],"(PACF)":[12],"is":[13,27],"helpful":[14],"for":[15,30,72,103,110,134,144],"model":[16],"identification.":[17],"Especially":[18],"in":[19,122,151],"case":[21],"autoregressive":[23],"(AR)":[24],"models,":[25,59],"it":[26],"widely":[28],"used":[29],"order":[31],"selection.":[32],"During":[33],"last":[35],"decades,":[36],"use":[38,66],"AR-type":[40,111,135],"count":[41,74,112,136,145],"processes,":[42,113,137],"i.e.,":[43],"which":[44,114,138],"also":[45,71],"fulfil":[46],"Yule-Walker":[48],"equations":[49],"and":[50,157],"thus":[51],"provide":[52],"same":[54],"PACF":[55,69,80,120,132],"characterization":[56],"as":[57],"AR":[58],"increased":[60],"lot.":[62],"This":[63],"motivates":[64],"test":[70,121,133],"such":[73,123],"processes.":[75],"By":[76],"computing":[77],"sample":[79],"based":[81,95],"on":[82,96,140],"raw":[84],"data":[85,167],"or":[86],"Pearson":[88],"residuals,":[89],"respectively,":[90],"findings":[91],"are":[92,106],"usually":[93],"evaluated":[94],"well-known":[97],"asymptotic":[98,155],"results.":[99],"However,":[100],"conditions":[102],"these":[104],"asymptotics":[105],"generally":[107],"not":[108],"fulfilled":[109],"deteriorates":[115],"performance":[117],"cases.":[124],"Thus,":[125],"we":[126,158],"present":[127],"different":[128],"implementations":[129],"rely":[139],"several":[141],"bootstrap":[142],"schemes":[143],"times":[146],"series.":[147],"We":[148],"compare":[149],"them":[150,160],"simulations":[152],"with":[153,161],"results,":[156],"illustrate":[159],"an":[162],"application":[163],"to":[164],"real-world":[166],"example.":[168]},"counts_by_year":[{"year":2026,"cited_by_count":3},{"year":2025,"cited_by_count":7},{"year":2024,"cited_by_count":6},{"year":2023,"cited_by_count":2}],"updated_date":"2026-05-21T06:26:12.895304","created_date":"2025-10-10T00:00:00"}