Binomial AR(1) processes with innovational outliers (Q5079051): 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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+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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+Q5663283
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+Interventions in INGARCH processes
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+Interventions in log-linear Poisson autoregression
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+Robust closed-form estimators for the integer-valued GARCH(1,1) model
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+Q4648981
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+Modeling zero inflation in count data time series with bounded support
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+SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES*
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+Discrete analogues of self-decomposability and stability
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+Monitoring correlated processes with binomial marginals
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+Jumps in binomial AR(1) processes
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+A New Class of Autoregressive Models for Time Series of Binomial Counts
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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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+Chain Binomial Models and Binomial Autoregressive Processes
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+Influence diagnostics in log-linear integer-valued GARCH models
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+Local influence analysis for Poisson autoregression with an application to stock transaction data
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