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

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    • Article  

      Interventions in log-linear Poisson autoregression 

      Fokianos, Konstantinos; Fried, R. (2012)
      We consider the problem of estimating and detecting outliers in count time series data following a log-linear observation driven model. Log-linear models for count time series arise naturally because they correspond to the ...