On Outliers and Interventions in Count Time Series following GLMs
We discuss the analysis of count time series following generalised linear models in the presence of outliers and intervention effects. Different modifications of such models are formulated which allow to incorporate, detect and to a certain degree distinguish extraordinary events (interventions) of...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Austrian Statistical Society
2014-06-01
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| Series: | Austrian Journal of Statistics |
| Online Access: | http://www.ajs.or.at/index.php/ajs/article/view/30 |