• Article  

      Retrospective Bayesian outlier detection in INGARCH series 

      Fried, R.; Agueusop, I.; Bornkamp, B.; Fokianos, Konstantinos; Fruth, J.; Ickstadt, K. (2013)
      INGARCH models for time series of counts arising, e.g., in epidemiology or finance assume the observations to be Poisson distributed conditionally on the past, with the conditional mean being an affine-linear function of ...