Innovational Outliers in INAR(1) Models - Barczy, Mátyás; Ispány, Márton; Pap, Gyula; Scotto, Manuel; Eduarda Silva, Maria (Communications in statistics. Theory and methods, 2010)
Keywords: Conditional asymptotic normality; Conditional least squares estimators; Distribution theory; Exact sciences and technology; General topics; INAR; Innovational outliers; Mathematical models; Mathematics; Multivariate analysis; Probability and statistics; Probability theory and stochastic processes; Sciences and techniques of general use; Statistics; Stochastic processes; Strong consistency; Studies; Time series; Discriminant analysis; Conditional distribution; Statistical distribution; Strong consistency; 60J80; Conditional asymptotic normality; Autoregressive model; Multivariate analysis; Statistical method; Integer; Outlier; Innovational outliers; INAR; Least squares method; Asymptotic normality; Point process; 62F12; Conditional least squares estimators