Browsing by Author "Kerschke, P."
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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 ...