Robust estimation for zero-inflated poisson autoregressive models based on density power divergence (Q5106985): Difference between revisions

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scientific article; zbMATH DE number 7192106

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English	Robust estimation for zero-inflated poisson autoregressive models based on density power divergence	scientific article; zbMATH DE number 7192106

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instance of

scholarly article

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title

Robust estimation for zero-inflated poisson autoregressive models based on density power divergence (English)

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Journal of Statistical Computation and Simulation

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publication date

22 April 2020

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zbMATH Keywords

robust estimation

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minimum density power divergence estimator

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zero-inflated Poisson autoregressive model

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integer-valued GARCH model

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/00949655.2017.1351563

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cites work

FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS

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Modelling time series of counts with overdispersion

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Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning

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Integer-Valued GARCH Process

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Poisson Autoregression

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First‐order integer valued AR processes with zero inflated poisson innovations

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Zero-Inflated Poisson Regression, with an Application to Defects in Manufacturing

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Parameter change test for zero-inflated generalized Poisson autoregressive models

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Zero-inflated Poisson and negative binomial integer-valued GARCH models

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Robust and efficient estimation by minimising a density power divergence

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Minimum Hellinger distance estimates for parametric models

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Minimum Hellinger Distance Estimation for Multivariate Location and Covariance

0 references

Minimum Hellinger Distance Estimation for the Analysis of Count Data

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Minimum disparity estimation for continuous models: Efficiency, distributions and robustness

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Minimum distance density-based estimation

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Robust Blind Source Separation by Beta Divergence

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Minimum density power divergence estimator for GARCH models

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Robust estimation for the covariance matrix of multivariate time series based on normal mixtures

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Minimum density power divergence estimator for Poisson autoregressive models

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Generalized Poisson autoregressive models for time series of counts

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Parameter Change Test for Poisson Autoregressive Models

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Q4917419

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Robust estimation in the normal mixture model

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Dual divergence estimators and tests: robustness results

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A data-based method for selecting tuning parameters in minimum distance estimators

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Choosing a robustness tuning parameter

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Retrospective Bayesian outlier detection in INGARCH series

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On Fisher’s dispersion test for integer-valued autoregressive Poisson models with applications

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Count Data Distributions

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The Lindeberg-Levy Theorem for Martingales

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Identifiers

DOI

10.1080/00949655.2017.1351563

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5106985

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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/00949655.2017.1351563
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@@ Property / OpenAlex ID @@
+W2735053491
@@ Property / OpenAlex ID: W2735053491 / rank @@
+Normal rank
@@ Property / cites work @@
+FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
+Normal rank
@@ Property / cites work @@
+Modelling time series of counts with overdispersion
+Normal rank
@@ Property / cites work @@
+Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
+Normal rank
@@ Property / cites work @@
+Integer-Valued GARCH Process
@@ Property / cites work: Integer-Valued GARCH Process / rank @@
+Normal rank
@@ Property / cites work @@
+Poisson Autoregression
@@ Property / cites work: Poisson Autoregression / rank @@
+Normal rank
@@ Property / cites work @@
+First‐order integer valued AR processes with zero inflated poisson innovations
+Normal rank
@@ Property / cites work @@
+Zero-Inflated Poisson Regression, with an Application to Defects in Manufacturing
+Normal rank
@@ Property / cites work @@
+Parameter change test for zero-inflated generalized Poisson autoregressive models
+Normal rank
@@ Property / cites work @@
+Zero-inflated Poisson and negative binomial integer-valued GARCH models
+Normal rank
@@ Property / cites work @@
+Robust and efficient estimation by minimising a density power divergence
+Normal rank
@@ Property / cites work @@
+Minimum Hellinger distance estimates for parametric models
+Normal rank
@@ Property / cites work @@
+Minimum Hellinger Distance Estimation for Multivariate Location and Covariance
+Normal rank
@@ Property / cites work @@
+Minimum Hellinger Distance Estimation for the Analysis of Count Data
+Normal rank
@@ Property / cites work @@
+Minimum disparity estimation for continuous models: Efficiency, distributions and robustness
+Normal rank
@@ Property / cites work @@
+Minimum distance density-based estimation
@@ Property / cites work: Minimum distance density-based estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Blind Source Separation by Beta Divergence
@@ Property / cites work: Robust Blind Source Separation by Beta Divergence / rank @@
+Normal rank
@@ Property / cites work @@
+Minimum density power divergence estimator for GARCH models
+Normal rank
@@ Property / cites work @@
+Robust estimation for the covariance matrix of multivariate time series based on normal mixtures
+Normal rank
@@ Property / cites work @@
+Minimum density power divergence estimator for Poisson autoregressive models
+Normal rank
@@ Property / cites work @@
+Generalized Poisson autoregressive models for time series of counts
+Normal rank
@@ Property / cites work @@
+Parameter Change Test for Poisson Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Q4917419
@@ Property / cites work: Q4917419 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust estimation in the normal mixture model
@@ Property / cites work: Robust estimation in the normal mixture model / rank @@
+Normal rank
@@ Property / cites work @@
+Dual divergence estimators and tests: robustness results
+Normal rank
@@ Property / cites work @@
+A data-based method for selecting tuning parameters in minimum distance estimators
+Normal rank
@@ Property / cites work @@
+Choosing a robustness tuning parameter
@@ Property / cites work: Choosing a robustness tuning parameter / rank @@
+Normal rank
@@ Property / cites work @@
+Retrospective Bayesian outlier detection in INGARCH series
+Normal rank
@@ Property / cites work @@
+On Fisher’s dispersion test for integer-valued autoregressive Poisson models with applications
+Normal rank
@@ Property / cites work @@
+Count Data Distributions
@@ Property / cites work: Count Data Distributions / rank @@
+Normal rank
@@ Property / cites work @@
+The Lindeberg-Levy Theorem for Martingales
@@ Property / cites work: The Lindeberg-Levy Theorem for Martingales / rank @@
+Normal rank