Browsing by Subject "generalized linear models"

Now showing items 1-2 of 2

    • Article  

      Interventions in log-linear Poisson autoregression 

      Fokianos, Konstantinos; Fried, R. (2012)
      We consider the problem of estimating and detecting outliers in count time series data following a log-linear observation driven model. Log-linear models for count time series arise naturally because they correspond to the ...
    • Article  

      Modelling interventions in INGARCH processes 

      Liboschik, T.; Kerschke, P.; Fokianos, Konstantinos; Fried, R. (2016)
      We study different approaches for modelling intervention effects in time series of counts, focusing on the so-called integer-valued GARCH models. A previous study treated a model where an intervention affects the non-observable ...