Browsing by Subject "level shifts"
Now showing items 1-2 of 2
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Article
Interventions in log-linear Poisson autoregression
(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 ...
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Article
Modelling interventions in INGARCH processes
(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 ...