Browsing by Author "Kitromilidou, S."
Now showing items 1-2 of 2
-
Article
Mallows’ quasi-likelihood estimation for log-linear Poisson autoregressions
Kitromilidou, S.; Fokianos, Konstantinos (2016)We consider the problems of robust estimation and testing for a log-linear model with feedback for the analysis of count time series. We study inference for contaminated data with transient shifts, level shifts and additive ...
-
Article
Robust estimation methods for a class of log-linear count time series models
Kitromilidou, S.; Fokianos, Konstantinos (2016)We study robust estimation of a log-linear Poisson model for count time series analysis. More specifically, we study robust versions of maximum likelihood estimators (MLEs) under three different forms of interventions: ...