State Space Models for Count Time Series
Robert C. Jung, Brendan P. M. McCabe, Andrew R. Tremayne · 2016
Checking the adequacy of a specified model is an important part of any iterative modeling exercise in applied time series analysis. For linear Gaussian time series models, or those based on the framework of generalized linear models, there exist well-developed tools for this purpose that are readily available and routinely employed in applied work. However, for nonlinear time series models for discrete data, this is not the case. Nevertheless, the need to compare two or more competing model specifications, or evaluate the adequacy of fit of a chosen model, is obvious.