Browsing Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics by Subject "Observation-driven models"

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    • 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 ...