{"id":"https://openalex.org/W2025987639","doi":"https://doi.org/10.1007/s11222-013-9437-x","title":"Retrospective Bayesian outlier detection in INGARCH series","display_name":"Retrospective Bayesian outlier detection in INGARCH series","publication_year":2013,"publication_date":"2013-11-28","ids":{"openalex":"https://openalex.org/W2025987639","doi":"https://doi.org/10.1007/s11222-013-9437-x","mag":"2025987639"},"language":"en","primary_location":{"id":"doi:10.1007/s11222-013-9437-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11222-013-9437-x","pdf_url":null,"source":{"id":"https://openalex.org/S5437875","display_name":"Statistics and Computing","issn_l":"0960-3174","issn":["0960-3174","1573-1375"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Statistics and Computing","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5015519778","display_name":"Roland Fried","orcid":"https://orcid.org/0000-0002-9830-9713"},"institutions":[{"id":"https://openalex.org/I200332995","display_name":"TU Dortmund University","ror":"https://ror.org/01k97gp34","country_code":"DE","type":"education","lineage":["https://openalex.org/I200332995"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"Roland Fried","raw_affiliation_strings":["TU Dortmund University, Dortmund, Germany","Tu Dortmund University, Dortmund, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"TU Dortmund University, Dortmund, Germany","institution_ids":["https://openalex.org/I200332995"]},{"raw_affiliation_string":"Tu Dortmund University, Dortmund, Germany","institution_ids":["https://openalex.org/I200332995"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5077210256","display_name":"Inoncent Agueusop","orcid":null},"institutions":[{"id":"https://openalex.org/I200332995","display_name":"TU Dortmund University","ror":"https://ror.org/01k97gp34","country_code":"DE","type":"education","lineage":["https://openalex.org/I200332995"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Inoncent Agueusop","raw_affiliation_strings":["TU Dortmund University, Dortmund, Germany","Tu Dortmund University, Dortmund, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"TU Dortmund University, Dortmund, Germany","institution_ids":["https://openalex.org/I200332995"]},{"raw_affiliation_string":"Tu Dortmund University, Dortmund, Germany","institution_ids":["https://openalex.org/I200332995"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5056814618","display_name":"Bj\u00f6rn Bornkamp","orcid":"https://orcid.org/0000-0002-6294-8185"},"institutions":[{"id":"https://openalex.org/I1283582996","display_name":"Novartis (Switzerland)","ror":"https://ror.org/02f9zrr09","country_code":"CH","type":"company","lineage":["https://openalex.org/I1283582996"]}],"countries":["CH"],"is_corresponding":false,"raw_author_name":"Bj\u00f6rn Bornkamp","raw_affiliation_strings":["Novartis, Basel, Switzerland"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Novartis, Basel, Switzerland","institution_ids":["https://openalex.org/I1283582996"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5030970430","display_name":"Konstantinos Fokianos","orcid":"https://orcid.org/0000-0002-0051-711X"},"institutions":[{"id":"https://openalex.org/I34771391","display_name":"University of Cyprus","ror":"https://ror.org/02qjrjx09","country_code":"CY","type":"education","lineage":["https://openalex.org/I34771391"]}],"countries":["CY"],"is_corresponding":false,"raw_author_name":"Konstantinos Fokianos","raw_affiliation_strings":["University of Cyprus, Nicosia, Cyprus","University of Cyprus Nicosia Cyprus"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Cyprus, Nicosia, Cyprus","institution_ids":["https://openalex.org/I34771391"]},{"raw_affiliation_string":"University of Cyprus Nicosia Cyprus","institution_ids":["https://openalex.org/I34771391"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5091375870","display_name":"Jana Fruth","orcid":null},"institutions":[{"id":"https://openalex.org/I200332995","display_name":"TU Dortmund University","ror":"https://ror.org/01k97gp34","country_code":"DE","type":"education","lineage":["https://openalex.org/I200332995"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Jana Fruth","raw_affiliation_strings":["TU Dortmund University, Dortmund, Germany","Tu Dortmund University, Dortmund, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"TU Dortmund University, Dortmund, Germany","institution_ids":["https://openalex.org/I200332995"]},{"raw_affiliation_string":"Tu Dortmund University, Dortmund, Germany","institution_ids":["https://openalex.org/I200332995"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5063815245","display_name":"Katja Ickstadt","orcid":"https://orcid.org/0000-0001-5157-2496"},"institutions":[{"id":"https://openalex.org/I200332995","display_name":"TU Dortmund University","ror":"https://ror.org/01k97gp34","country_code":"DE","type":"education","lineage":["https://openalex.org/I200332995"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Katja Ickstadt","raw_affiliation_strings":["TU Dortmund University, Dortmund, Germany","Tu Dortmund University, Dortmund, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"TU Dortmund University, Dortmund, Germany","institution_ids":["https://openalex.org/I200332995"]},{"raw_affiliation_string":"Tu Dortmund University, Dortmund, Germany","institution_ids":["https://openalex.org/I200332995"]}]}],"institutions":[],"countries_distinct_count":3,"institutions_distinct_count":6,"corresponding_author_ids":["https://openalex.org/A5015519778"],"corresponding_institution_ids":["https://openalex.org/I200332995"],"apc_list":{"value":2090,"currency":"EUR","value_usd":2690},"apc_paid":null,"fwci":2.1624,"has_fulltext":false,"cited_by_count":27,"citation_normalized_percentile":{"value":0.88831136,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":97},"biblio":{"volume":"25","issue":"2","first_page":"365","last_page":"374"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11186","display_name":"Hydrology and Drought Analysis","score":0.9937999844551086,"subfield":{"id":"https://openalex.org/subfields/2306","display_name":"Global and Planetary Change"},"field":{"id":"https://openalex.org/fields/23","display_name":"Environmental Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9907000064849854,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/outlier","display_name":"Outlier","score":0.8400129079818726},{"id":"https://openalex.org/keywords/anomaly-detection","display_name":"Anomaly detection","score":0.6473883986473083},{"id":"https://openalex.org/keywords/bayesian-probability","display_name":"Bayesian probability","score":0.6289061307907104},{"id":"https://openalex.org/keywords/prior-probability","display_name":"Prior probability","score":0.565372109413147},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.534408688545227},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.49066221714019775},{"id":"https://openalex.org/keywords/poisson-distribution","display_name":"Poisson distribution","score":0.47615668177604675},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.42365384101867676},{"id":"https://openalex.org/keywords/bayesian-inference","display_name":"Bayesian inference","score":0.41956108808517456},{"id":"https://openalex.org/keywords/posterior-probability","display_name":"Posterior probability","score":0.41362425684928894},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.39588066935539246},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.3957493007183075},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3801718056201935},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3690321445465088},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.325246125459671}],"concepts":[{"id":"https://openalex.org/C79337645","wikidata":"https://www.wikidata.org/wiki/Q779824","display_name":"Outlier","level":2,"score":0.8400129079818726},{"id":"https://openalex.org/C739882","wikidata":"https://www.wikidata.org/wiki/Q3560506","display_name":"Anomaly detection","level":2,"score":0.6473883986473083},{"id":"https://openalex.org/C107673813","wikidata":"https://www.wikidata.org/wiki/Q812534","display_name":"Bayesian probability","level":2,"score":0.6289061307907104},{"id":"https://openalex.org/C177769412","wikidata":"https://www.wikidata.org/wiki/Q278090","display_name":"Prior probability","level":3,"score":0.565372109413147},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.534408688545227},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.49066221714019775},{"id":"https://openalex.org/C100906024","wikidata":"https://www.wikidata.org/wiki/Q205692","display_name":"Poisson distribution","level":2,"score":0.47615668177604675},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.42365384101867676},{"id":"https://openalex.org/C160234255","wikidata":"https://www.wikidata.org/wiki/Q812535","display_name":"Bayesian inference","level":3,"score":0.41956108808517456},{"id":"https://openalex.org/C57830394","wikidata":"https://www.wikidata.org/wiki/Q278079","display_name":"Posterior probability","level":3,"score":0.41362425684928894},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.39588066935539246},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.3957493007183075},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3801718056201935},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3690321445465088},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.325246125459671},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s11222-013-9437-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11222-013-9437-x","pdf_url":null,"source":{"id":"https://openalex.org/S5437875","display_name":"Statistics and Computing","issn_l":"0960-3174","issn":["0960-3174","1573-1375"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Statistics and Computing","raw_type":"journal-article"},{"id":"pmh:oai:eprints.lancs.ac.uk:127763","is_oa":false,"landing_page_url":"https://eprints.lancs.ac.uk/id/eprint/127763/","pdf_url":null,"source":{"id":"https://openalex.org/S4306401916","display_name":"Lancaster EPrints (Lancaster University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I67415387","host_organization_name":"Lancaster University","host_organization_lineage":["https://openalex.org/I67415387"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Journal Article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Climate action","score":0.47999998927116394,"id":"https://metadata.un.org/sdg/13"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":30,"referenced_works":["https://openalex.org/W4012559","https://openalex.org/W621546036","https://openalex.org/W1531030869","https://openalex.org/W1552110878","https://openalex.org/W1597511115","https://openalex.org/W1682177956","https://openalex.org/W1849513976","https://openalex.org/W1866360814","https://openalex.org/W1969742112","https://openalex.org/W1976232887","https://openalex.org/W1980363510","https://openalex.org/W1986495612","https://openalex.org/W1988861237","https://openalex.org/W1996480982","https://openalex.org/W1999996900","https://openalex.org/W2015487348","https://openalex.org/W2024012039","https://openalex.org/W2027632322","https://openalex.org/W2044121999","https://openalex.org/W2091822727","https://openalex.org/W2102386709","https://openalex.org/W2106675691","https://openalex.org/W2130444042","https://openalex.org/W2134012062","https://openalex.org/W2136186200","https://openalex.org/W2138309709","https://openalex.org/W2147526900","https://openalex.org/W2478027467","https://openalex.org/W2582743722","https://openalex.org/W4241983685"],"related_works":["https://openalex.org/W2499612753","https://openalex.org/W3111802945","https://openalex.org/W2946096271","https://openalex.org/W2295423552","https://openalex.org/W3107369729","https://openalex.org/W2964314781","https://openalex.org/W3006565005","https://openalex.org/W4287868071","https://openalex.org/W4389708677","https://openalex.org/W2611832276"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":3},{"year":2021,"cited_by_count":4},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":3},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":2},{"year":2014,"cited_by_count":2}],"updated_date":"2026-05-05T08:41:31.759640","created_date":"2025-10-10T00:00:00"}