ROBUST FITTING OF INARCH MODELS (Q5176861): Difference between revisions

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+Generalized autoregressive conditional heteroscedasticity
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+Properties of robust m-estimators for poisson and negative binomial data<sup>∗</sup>
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+Robust Inference for Generalized Linear Models
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+On weak dependence conditions for Poisson autoregressions
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+Tukey's M-estimator of the Poisson parameter with a special focus on small means
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+Integer-Valued GARCH Process
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+Interventions in INGARCH processes
@@ Property / cites work: Interventions in INGARCH processes / rank @@
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+Some recent progress in count time series
@@ Property / cites work: Some recent progress in count time series / rank @@
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+Poisson Autoregression
@@ Property / cites work: Poisson Autoregression / rank @@
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+ON THE LAW OF LARGE NUMBERS FOR (GEOMETRICALLY) ERGODIC MARKOV CHAINS
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+Highly Robust Estimation of the Autocovariance Function
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+Robust Statistics
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+Alternatives to the Median Absolute Deviation
@@ Property / cites work: Alternatives to the Median Absolute Deviation / rank @@
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+Approximation Theorems of Mathematical Statistics
@@ Property / cites work: Approximation Theorems of Mathematical Statistics / rank @@
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+M-estimation for discrete data: Asymptotic distribution theory and implications
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+Q4084474
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+Estimation in conditionally heteroscedatic time series models.
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+Estimation and testing for a Poisson autoregressive model
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