Binomial AR(1) processes with innovational outliers (Q5079051): Difference between revisions

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+https://doi.org/10.1080/03610926.2019.1635704
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@@ Property / cites work @@
+EXPECTATION‐MAXIMIZATION ALGORITHMS AND THE ESTIMATION OF TIME SERIES MODELS IN THE PRESENCE OF OUTLIERS
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+Additive Outlier Detection Via Extreme-Value Theory
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+Innovational Outliers in INAR(1) Models
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+Additive outliers in INAR(1) models
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+Outliers and GARCH models in financial data
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+Joint Estimation of Model Parameters and Outlier Effects in Time Series
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+Inference in binomial AR(1) models
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+Binomial AR(1) processes: moments, cumulants, and estimation
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+Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry
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