Influence diagnostics in log-linear integer-valued GARCH models (Q1621988): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10182-014-0242-4
+Normal rank
@@ Property / OpenAlex ID @@
+W1972233773
@@ Property / OpenAlex ID: W1972233773 / rank @@
+Normal rank
@@ Property / cites work @@
+Masking unmasked
@@ Property / cites work: Masking unmasked / rank @@
+Normal rank
@@ Property / cites work @@
+Local influence: a new approach
@@ Property / cites work: Local influence: a new approach / rank @@
+Normal rank
@@ Property / cites work @@
+Q3477850
@@ Property / cites work: Q3477850 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3747504
@@ Property / cites work: Q3747504 / rank @@
+Normal rank
@@ Property / cites work @@
+Influence diagnostics for multivariate GARCH processes
+Normal rank
@@ Property / cites work @@
+Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator
+Normal rank
@@ Property / cites work @@
+ROBUST FITTING OF INARCH MODELS
@@ Property / cites work: ROBUST FITTING OF INARCH MODELS / rank @@
+Normal rank
@@ Property / cites work @@
+Integer-Valued GARCH Process
@@ Property / cites work: Integer-Valued GARCH Process / rank @@
+Normal rank
@@ Property / cites work @@
+Time series analysis: Methods and applications
@@ Property / cites work: Time series analysis: Methods and applications / rank @@
+Normal rank
@@ Property / cites work @@
+Interventions in log-linear Poisson autoregression
+Normal rank
@@ Property / cites work @@
+Poisson Autoregression
@@ Property / cites work: Poisson Autoregression / rank @@
+Normal rank
@@ Property / cites work @@
+Log-linear Poisson autoregression
@@ Property / cites work: Log-linear Poisson autoregression / rank @@
+Normal rank
@@ Property / cites work @@
+Q4322329
@@ Property / cites work: Q4322329 / rank @@
+Normal rank
@@ Property / cites work @@
+On diagnostics in conditionally heteroskedastic time series models under elliptical distributions
+Normal rank
@@ Property / cites work @@
+Outlier Detection in Time Series Models Using Local Influence Method
+Normal rank
@@ Property / cites work @@
+On composite likelihood estimation of a multivariate INAR(1) model
+Normal rank
@@ Property / cites work @@
+Conformal Normal Curvature and Assessment of Local Influence
+Normal rank
@@ Property / cites work @@
+Local influence in principal components analysis
@@ Property / cites work: Local influence in principal components analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Stepwise local influence analysis
@@ Property / cites work: Stepwise local influence analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Some recent theory for autoregressive count time series
+Normal rank
@@ Property / cites work @@
+Q4272851
@@ Property / cites work: Q4272851 / rank @@
+Normal rank
@@ Property / cites work @@
+Influential observations in GARCH models
@@ Property / cites work: Influential observations in GARCH models / rank @@
+Normal rank
@@ Property / cites work @@
+Assessment of Local Influence in GARCH Processes
@@ Property / cites work: Assessment of Local Influence in GARCH Processes / rank @@
+Normal rank
@@ Property / cites work @@
+A negative binomial integer-valued GARCH model
@@ Property / cites work: A negative binomial integer-valued GARCH model / rank @@
+Normal rank
@@ Property / cites work @@
+Zero-inflated Poisson and negative binomial integer-valued GARCH models
+Normal rank
@@ Property / cites work @@
+Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models
+Normal rank
@@ Property / cites work @@
+Modeling time series of counts with COM-Poisson INGARCH models
+Normal rank
@@ Property / cites work @@
+A mixture integer-valued ARCH model
@@ Property / cites work: A mixture integer-valued ARCH model / rank @@
+Normal rank
@@ Property / cites work @@
+Diagnostic checking integer-valued ARCH\((p)\) models using conditional residual autocorrelations
+Normal rank
@@ Property / cites work @@
+Estimation and testing for a Poisson autoregressive model
+Normal rank
@@ Property / cites work @@
+Local Influence for Incomplete Data Models
@@ Property / cites work: Local Influence for Incomplete Data Models / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1621988