Additive outliers in INAR(1) models - Barczy, Mátyás; Ispány, Márton; Pap, Gyula; Scotto, Manuel; Silva, Maria Eduarda (Statistical papers (Berlin, Germany), 2012)
Keywords: Additives; Asymptotic methods; Asymptotic properties; Contamination; Economic Theory/Quantitative Economics/Mathematical Methods; Economics; Estimators; Finance; Insurance; Least squares method; Management; Mathematics and Statistics; Operations Research/Decision Theory; Parameter estimation; Probability Theory and Stochastic Processes; Process controls; Random variables; Regression analysis; Regular Article; Statistics; Statistics for Business; Studies; Time series; Strong consistency; 60J80; Additive outliers; Conditional asymptotic normality; 62F12; Integer-valued autoregressive models; Conditional least squares estimators