Interventions in INGARCH processes

Journal of Time Series Analysis

Volumn 31, Issue 3, 2010, Pages 210-225

  Fokianos, Konstantinos ^a   Fried, Roland ^b  

^a UNIVERSITY OF CYPRUS   (Cyprus)

^b TU DORTMUND UNIVERSITY   (Germany)

Author keywords

Generalized linear models; Level shifts; Observation driven models; Outliers; Parametric bootstrap, transient shifts

Indexed keywords

EID: 77953417495     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2010.00657.x     Document Type: Article

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