Article

Intervention analysis for integer-valued autoregressive models

2023-03-20

Abstract excerpt

We study the problem of intervention effects generating various types of outliers in an integer-valued autoregressive model with Poisson innovations. We concentrate on outliers which enter the dynamics and can be seen as effects of extraordinary events. Weconsider three different scenarios, namely the detection of an intervention effect of a known type at a known time, the detection of an intervention effect of un...

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Literature Corpus work: 97ef5576-c67a-53eb-a5da-9efc3e7c244b
DOI: 10.21203/rs.3.rs-2695330/v1

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