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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2018-07-01
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| Series: | Statistical Theory and Related Fields |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1080/24754269.2018.1520018 |