منابع مشابه
Additive outliers in INAR(1) models
In this paper the integer-valued autoregressive model of order one, con1 taminated with additive outliers is studied in some detail. Moreover, parameter estima2 tion is also addressed. Supposing that the timepoints of the outliers are known but their 3 sizes are unknown, we prove that the conditional least squares (CLS) estimators of the 4 offspring and innovation means are strongly consistent....
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In this paper the integer-valued autoregressive model of order one, contaminated with additive or innovational outliers is studied in some detail, parameter estimation is also addressed. In particular, the asymptotic behavior of conditional least squares (CLS) estimators is analyzed. We suppose that the time points of the outliers are known, but their sizes are unknown. It is proved that the CL...
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ژورنال
عنوان ژورنال: Statistical Papers
سال: 2011
ISSN: 0932-5026,1613-9798
DOI: 10.1007/s00362-011-0398-x