{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,9,10]],"date-time":"2024-09-10T17:12:25Z","timestamp":1725988345553},"publisher-location":"Cham","reference-count":8,"publisher":"Springer International Publishing","isbn-type":[{"type":"print","value":"9783319766041"},{"type":"electronic","value":"9783319766058"}],"license":[{"start":{"date-parts":[[2018,1,1]],"date-time":"2018-01-01T00:00:00Z","timestamp":1514764800000},"content-version":"unspecified","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2018]]},"DOI":"10.1007\/978-3-319-76605-8_14","type":"book-chapter","created":{"date-parts":[[2018,8,22]],"date-time":"2018-08-22T15:43:35Z","timestamp":1534952615000},"page":"197-212","update-policy":"http:\/\/dx.doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":0,"title":["Surveillance in Discrete Time Series"],"prefix":"10.1007","author":[{"given":"Maria da Concei\u00e7\u00e3o","family":"Costa","sequence":"first","affiliation":[]},{"given":"Isabel","family":"Pereira","sequence":"additional","affiliation":[]},{"given":"Manuel G.","family":"Scotto","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2018,8,23]]},"reference":[{"key":"14_CR1","doi-asserted-by":"publisher","first-page":"631","DOI":"10.1111\/j.1467-9892.2003.00326.x","volume":"24","author":"M Antunes","year":"2003","unstructured":"Antunes, M., Amaral-Turkman, M., Turkman, K.: A Bayesian approach to event prediction. J. Time Ser. Anal. 24, 631\u2013646 (2003)","journal-title":"J. Time Ser. Anal."},{"key":"14_CR2","doi-asserted-by":"publisher","first-page":"1429","DOI":"10.1080\/09603107.2010.498343","volume":"20","author":"K Br\u00e4nn\u00e4s","year":"2010","unstructured":"Br\u00e4nn\u00e4s, K., Quoreshi, A.M.M.S.: Integer-valued moving average modelling of the number of transactions in stocks. Appl. Financ. Econ. 20, 1429\u20131440 (2010)","journal-title":"Appl. Financ. Econ."},{"key":"14_CR3","unstructured":"Costa, M.C.: Optimal alarm systems and its application to financial time series. PhD Thesis in Mathematics, University of Aveiro, Portugal (2014). http:\/\/hdl.handle.net\/10773\/12872"},{"key":"14_CR4","doi-asserted-by":"crossref","first-page":"189","DOI":"10.1007\/978-3-319-28725-6_15","volume-title":"Time Series Analysis and Forecasting","author":"MC Costa","year":"2016","unstructured":"Costa, M.C., Scotto, M.G., Pereira, I.: Integer-valued APARCH processes. In: Rojas, I., Pomares, H. (eds.) Time Series Analysis and Forecasting, pp. 189\u2013202. Springer International Publishing, Berlin (2016)"},{"key":"14_CR5","doi-asserted-by":"publisher","first-page":"841","DOI":"10.1214\/aop\/1176994670","volume":"8","author":"J Mar\u00e9 de","year":"1980","unstructured":"de Mar\u00e9, J.: Optimal prediction of catastrophes with applications to Gaussian processes. Ann. Probab. 8, 841\u2013850 (1980)","journal-title":"Ann. Probab."},{"key":"14_CR6","doi-asserted-by":"publisher","first-page":"83","DOI":"10.1016\/0927-5398(93)90006-D","volume":"1","author":"Z Ding","year":"1993","unstructured":"Ding, Z., Engle, R.F., Granger, C.W.J.: A long memory property of stock market returns and a new model. J. Emp. Financ. 1, 83\u2013106 (1993)","journal-title":"J. Emp. Financ."},{"key":"14_CR7","doi-asserted-by":"publisher","first-page":"804","DOI":"10.1214\/aop\/1176992909","volume":"13","author":"G Lindgren","year":"1985","unstructured":"Lindgren, G.: Optimal prediction of level crossings in Gaussian processes and sequences. Ann. Probab. 13, 804\u2013824 (1985)","journal-title":"Ann. Probab."},{"key":"14_CR8","doi-asserted-by":"publisher","first-page":"511","DOI":"10.1111\/j.1467-9892.1996.tb00291.x","volume":"17","author":"A Svensson","year":"1996","unstructured":"Svensson, A., Holst, J., Lindquist, R., Lindgren, G.: Optimal prediction of catastrophes in autoregressive moving average processes. J. Time Ser. Anal. 17, 511\u2013531 (1996)","journal-title":"J. Time Ser. Anal."}],"container-title":["Contributions to Statistics","Recent Studies on Risk Analysis and Statistical Modeling"],"original-title":[],"link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-319-76605-8_14","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,10,22]],"date-time":"2019-10-22T15:37:33Z","timestamp":1571758653000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/978-3-319-76605-8_14"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2018]]},"ISBN":["9783319766041","9783319766058"],"references-count":8,"URL":"https:\/\/doi.org\/10.1007\/978-3-319-76605-8_14","relation":{},"ISSN":["1431-1968"],"issn-type":[{"type":"print","value":"1431-1968"}],"subject":[],"published":{"date-parts":[[2018]]}}}