dc.contributor.author | Kitromilidou, S. | en |
dc.contributor.author | Fokianos, Konstantinos | en |
dc.creator | Kitromilidou, S. | en |
dc.creator | Fokianos, Konstantinos | en |
dc.date.accessioned | 2019-12-02T10:36:20Z | |
dc.date.available | 2019-12-02T10:36:20Z | |
dc.date.issued | 2016 | |
dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/57122 | |
dc.description.abstract | 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: additive outliers (AOs), transient shifts (TSs) and level shifts (LSs). We estimate the parameters using the MLE, the conditionally unbiased bounded-influence estimator and the Mallows quasi-likelihood estimator and compare all three estimators in terms of their mean-square error, bias and mean absolute error. Our empirical results illustrate that under a LS or a TS there are no significant differences among the three estimators and the most interesting results are obtained in the presence of AOs. The results are complemented by a real data example. © 2015 Taylor & Francis. | en |
dc.source | Journal of Statistical Computation and Simulation | en |
dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-84949533886&doi=10.1080%2f00949655.2015.1035271&partnerID=40&md5=e3d7315e51d583f98532bb5bb46c1e35 | |
dc.subject | simulation | en |
dc.subject | autocorrelation | en |
dc.subject | canonical link | en |
dc.subject | conditionally unbiased bounded-influence estimator | en |
dc.subject | interventions | en |
dc.subject | log-linear Poisson model | en |
dc.subject | Mallows quasi-likelihood estimator | en |
dc.subject | tuning constant | en |
dc.title | Robust estimation methods for a class of log-linear count time series models | en |
dc.type | info:eu-repo/semantics/article | |
dc.identifier.doi | 10.1080/00949655.2015.1035271 | |
dc.description.volume | 86 | |
dc.description.issue | 4 | |
dc.description.startingpage | 740 | |
dc.description.endingpage | 755 | |
dc.author.faculty | Σχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences | |
dc.author.department | Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics | |
dc.type.uhtype | Article | en |
dc.description.notes | <p>Cited By :2</p> | en |
dc.source.abbreviation | J.Stat.Comput.Simul. | en |
dc.contributor.orcid | Fokianos, Konstantinos [0000-0002-0051-711X] | |
dc.gnosis.orcid | 0000-0002-0051-711X | |