Interventions in INGARCH processes
From MaRDI portal
Publication:5391315
DOI10.1111/j.1467-9892.2010.00657.xzbMath1242.62095MaRDI QIDQ5391315
Konstantinos Fokianos, Roland Fried
Publication date: 6 April 2011
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2003/26360
outliers; generalized linear models; GARCH models; INGARCH(p,q) models; parametric bootstrap, transient shift
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F40: Bootstrap, jackknife and other resampling methods
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