On Outliers and Interventions in Count Time Series following GLMs

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...

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Bibliographic Details
Main Authors:	Roland Fried, Tobias Liboschik, Hanan Elsaied, Stella Kitromilidou, Konstantinos Fokianos
Format:	Article
Language:	English
Published:	Austrian Statistical Society 2014-06-01
Series:	Austrian Journal of Statistics
Online Access:	http://www.ajs.or.at/index.php/ajs/article/view/30

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