Pages that link to "Item:Q1621988"
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The following pages link to Influence diagnostics in log-linear integer-valued GARCH models (Q1621988):
Displaying 12 items.
- Bayesian case influence analysis for GARCH models based on Kullback-Leibler divergence (Q334843) (← links)
- Local influence analysis in general spatial models (Q1622077) (← links)
- Robust closed-form estimators for the integer-valued GARCH(1,1) model (Q1659080) (← links)
- Bayesian local influence for spatial autoregressive models with heteroscedasticity (Q2010803) (← links)
- A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation (Q2151994) (← links)
- Self-excited hysteretic negative binomial autoregression (Q2218622) (← links)
- A generalized mixture integer-valued GARCH model (Q2220287) (← links)
- Local influence diagnostics for the test of mean-variance efficiency and systematic risks in the capital asset pricing model (Q2633428) (← links)
- Comparison of BINAR(1) models with bivariate negative binomial innovations and explanatory variables (Q5065278) (← links)
- Softplus INGARCH Model (Q5066791) (← links)
- Binomial AR(1) processes with innovational outliers (Q5079051) (← links)
- Doubly-inflated Poisson INGARCH models for count time series (Q6151255) (← links)
