Wavelet-based detection of outliers in Poisson INAR(1) time series

The presence of outliers or discrepant observations has a negative impact in time series modelling. This paper considers the problem of detecting outliers, additive or innovational, single, multiple or in patches, in count time series modelled by first-order Poisson integer-valued autoregressive, Po...

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Bibliographic Details
Main Author: Silva, Isabel (author)
Other Authors: Silva, Maria Eduarda (author)
Format: bookPart
Language:eng
Published: 2022
Subjects:
Poisson INAR
Outlier occurrence
Count time series
Acceptance envelope
Level detail coefficients
Online Access:http://hdl.handle.net/10773/35418
Country:Portugal
Oai:oai:ria.ua.pt:10773/35418

Internet

http://hdl.handle.net/10773/35418

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