Please use this identifier to cite or link to this item:
http://hdl.handle.net/10773/37060
Title: | Detection of additive outliers in Poisson INAR(1) time series |
Author: | Silva, Maria Eduarda Pereira, Isabel |
Keywords: | Posterior distribution Prior distribution Outlier detection Joint posterior distribution Full conditional distribution |
Issue Date: | 2015 |
Publisher: | Springer |
Abstract: | Outlying observations are commonly encountered in the analysis of time series. In this paper a Bayesian approach is employed to detect additive outliers in order one Poisson integer-valued autoregressive time series. The methodology is informative and allows the identification of the observations which require further inspection. The procedure is illustrated with simulated and observed data sets. |
Peer review: | yes |
URI: | http://hdl.handle.net/10773/37060 |
DOI: | 978-3-319-16121-1_19 |
ISBN: | 978-3-319-16120-4 |
Publisher Version: | https://link.springer.com/chapter/10.1007/978-3-319-16121-1_19 |
Appears in Collections: | CIDMA - Capítulo de livro PSG - Capítulo de livro |
Files in This Item:
File | Description | Size | Format | |
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978-3-319-16121-1_19.pdf | 2.04 MB | Adobe PDF | View/Open |
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