Modelling interventions in INGARCH processes

DOI10.1080/00207160.2014.949250zbMath1343.62064OpenAlexW2100829250WikidataQ113183642 ScholiaQ113183642MaRDI QIDQ2804921

Tobias Liboschik, Roland Fried, Pascal Kerschke, Konstantinos Fokianos

Publication date: 6 May 2016

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2003/29878

zbMATH Keywords

outliersgeneralized linear modelstime series of countschange-point detectionlevel shifts

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (1)

Special issue on computational statistics

Uses Software

• R

Cites Work

• Modelling time series of counts with overdispersion
• Bayesian outbreak detection algorithm for monitoring reported cases of campylobacteriosis in Germany
• Poisson Autoregression
• Integer-Valued GARCH Process
• Bayesian analysis of some outlier problems in time series
• Numerical Analysis for Statisticians
• Interventions in INGARCH processes

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