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

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+Local influence: a new approach
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+Influence diagnostics for multivariate GARCH processes
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+ROBUST FITTING OF INARCH MODELS
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+Integer-Valued GARCH Process
@@ Property / cites work: Integer-Valued GARCH Process / rank @@
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+Log-linear Poisson autoregression
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+On diagnostics in conditionally heteroskedastic time series models under elliptical distributions
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+Outlier Detection in Time Series Models Using Local Influence Method
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+Conformal Normal Curvature and Assessment of Local Influence
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+Influential observations in GARCH models
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+Assessment of Local Influence in GARCH Processes
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+Diagnostic checking integer-valued ARCH\((p)\) models using conditional residual autocorrelations
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+Local Influence for Incomplete Data Models
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@@ Property / DOI @@
+.1007/S10182-014-0242-4
@@ Property / DOI: 10.1007/S10182-014-0242-4 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:1621988