Innovational Outliers in INAR(1) Models (Q3064076): Difference between revisions

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+EXPECTATION‐MAXIMIZATION ALGORITHMS AND THE ESTIMATION OF TIME SERIES MODELS IN THE PRESENCE OF OUTLIERS
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+FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
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+Additive outliers in INAR(1) models
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+Outliers in functional autoregressive time series
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+Q3998410
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+Additive Outlier Detection Via Extreme-Value Theory
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+Q3268576
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+THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
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+Local asymptotic normality and efficient estimation for INAR(<i>p</i>) models
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+Effect of correlation on the estimation of a mean in the presence of spurious observations
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+Q3911791
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+Asymptotic inference for nearly unstable INAR(1) models
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+First-order rounded integer-valued autoregressive (RINAR(1)) process
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+Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process
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+Bayesian Inference and Prediction for Mean and Variance Shifts in Autoregressive Time Series
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+SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES*
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+The Identification of Multiple Outliers in ARIMA Models
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+Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
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+Discrete analogues of self-decomposability and stability
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+Asymptotic Statistics
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