Modelling interventions in INGARCH processes

DOI10.1080/00207160.2014.949250MaRDI QIDQ2804921zbMATH OpenOpenAlexWikidataFDO

Authors Tobias Liboschik, Pascal Kerschke, Konstantinos Fokianos, Roland Fried

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

change-point detectiongeneralized linear modelslevel shiftsoutlierstime series of counts

Mathematics Subject Classification ID

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

Recommendations

• Interventions in INGARCH processes
• scientific article; zbMATH DE number 5866267
• Mixed-mode modelling: Mixing methodologies for organizational intervention
• Modelling as a process
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• scientific article; zbMATH DE number 2156672

Cites work

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

Cited in

(5)

• Mixed-mode modelling: Mixing methodologies for organizational intervention
• Temporal aggregation and systematic sampling for INGARCH processes
• Editorial: Special issue on computational statistics
• Interventions in INGARCH processes
• Retrospective Bayesian outlier detection in INGARCH series

Describes a project that uses

Uses Software

• R

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