Barczy, Mátyás; Ispány, Márton; Pap, Gyula; Scotto, … - In: Statistical Papers 53 (2012) 4, pp. 935-949
In this paper the integer-valued autoregressive model of order one, contaminated with additive outliers is studied in some detail. Moreover, parameter estimation is also addressed. Supposing that the timepoints of the outliers are known but their sizes are unknown, we prove that the conditional...