Interventions in log-linear Poisson autoregression

By Konstantinos Fokianos, Roland Fried. 2012

68 citations recorded by the source corpus.

Subfields: Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/db218b21dea3917b0f6f906b6450f9abc201f469

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Sangyeol Lee
2. Youngmi Lee
3. Cathy W. S. Chen
4. Jiwon Kang

In Statistics and Probability

1. Youngmi Lee
2. Cathy W. S. Chen
3. Sangyeol Lee
4. Jiwon Kang
5. Lajos Horv'ath

Citations in the corpus

• Parameter change test for zero-inflated generalized Poisson autoregressive models (2016, background): “[39] Recently, Fokianos and Fried,[27] Hudecová,[28] and Kirch et al. [40] proposed residual-based score type tests for their own purposes.”
• Parameter Change Test for Poisson Autoregressive Models (2014, methodology): “In a similar spirit, Fokianos & Fried (2010, 2012) analysed the two data sets to check the presence of intervention effects in linear (INGARCH) and log-linear Poisson autoregressive models.”