Browsing by Subject "Outliers"

Now showing items 1-2 of 2

    • Article  

      An algorithm for robust fitting of autoregressive models 

      Politis, Dimitris Nicolas (2009)
      An algorithm for robust fitting of AR models is given, based on a linear regression idea. The new method appears to outperform the Yule-Walker estimator in a setting of data contaminated with outliers. © 2008 Elsevier B.V. ...
    • Article  

      Interventions in INGARCH processes 

      Fokianos, Konstantinos; Fried, R. (2010)
      We study the problem of intervention effects generating various types of outliers in a linear count time-series model. This model belongs to the class of observation-driven models and extends the class of Gaussian linear ...