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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| Formato: | bookPart |
| Idioma: | eng |
| Publicado em: |
2022
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| Texto completo: | http://hdl.handle.net/10773/35418 |
| País: | Portugal |
| Oai: | oai:ria.ua.pt:10773/35418 |