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- W2891643277 abstract "ABSTRACTIn this paper, methods based on ranks and signs for estimating the parameters of the first-order integer-valued autoregressive model in the presence of additive outliers are proposed. In particular, we use the robust sample autocorrelations based on ranks and signs to obtain estimators for the parameters of the Poisson INAR(1) process. The effects of additive outliers on the estimates of parameters of integer-valued time series are examined. Some numerical results of the estimators are presented with a discussion of the obtained results. The proposed methods are applied to a dataset concerning the number of different IP addresses accessing the server of the pages of the Department of Statistics of the University of Wurzburg. The results presented here give motivation to use the methodology in practical situations in which Poisson INAR(1) process contains additive outliers." @default.
- W2891643277 created "2018-09-27" @default.
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- W2891643277 date "2018-07-03" @default.
- W2891643277 modified "2023-10-14" @default.
- W2891643277 title "The effects of additive outliers in INAR(1) process and robust estimation" @default.
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- W2891643277 doi "https://doi.org/10.1080/24754269.2018.1520018" @default.
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