The effects of additive outliers in INAR(1) process and robust estimation

In 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 param...

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Bibliographic Details

Published in:	Statistical Theory and Related Fields
Main Authors:	Marcelo Bourguignon, Klaus L. P. Vasconcellos
Format:	Article
Language:	English
Published:	Taylor & Francis Group 2018-07-01
Subjects:	additive outliers poisson inar(1) process robustness squared difference estimator
Online Access:	http://dx.doi.org/10.1080/24754269.2018.1520018