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: | Marcelo Bourguignon, Klaus L. P. Vasconcellos |
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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 |
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