Robust closed-form estimators for the integer-valued GARCH(1,1) model (Q1659080): Difference between revisions

@@ Property / cites work @@
+Poisson QMLE of Count Time Series Models
@@ Property / cites work: Poisson QMLE of Count Time Series Models / rank @@
+Normal rank
@@ Property / cites work @@
+A robust closed-form estimator for the GARCH(1,1) model
+Normal rank
@@ Property / cites work @@
+A New Robust Estimation Method for ARMA Models
@@ Property / cites work: A New Robust Estimation Method for ARMA Models / rank @@
+Normal rank
@@ Property / cites work @@
+On count time series prediction
@@ Property / cites work: On count time series prediction / rank @@
+Normal rank
@@ Property / cites work @@
+Predictive Model Assessment for Count Data
@@ Property / cites work: Predictive Model Assessment for Count Data / rank @@
+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 @@
+Poisson Autoregression
@@ Property / cites work: Poisson Autoregression / rank @@
+Normal rank
@@ Property / cites work @@
+AN ALMOST CLOSED FORM ESTIMATOR FOR THE EGARCH MODEL
+Normal rank
@@ Property / cites work @@
+Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity
+Normal rank
@@ Property / cites work @@
+Useful models for time series of counts or simply wrong ones?
+Normal rank
@@ Property / cites work @@
+Robust estimation methods for a class of log-linear count time series models
+Normal rank
@@ Property / cites work @@
+A CLOSED-FORM ESTIMATOR FOR THE GARCH(1,1) MODEL
@@ Property / cites work: A CLOSED-FORM ESTIMATOR FOR THE GARCH(1,1) MODEL / rank @@
+Normal rank
@@ Property / cites work @@
+Highly Robust Estimation of the Autocovariance Function
+Normal rank
@@ Property / cites work @@
+Robust Statistics
@@ Property / cites work: Robust Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Absolute regularity and ergodicity of Poisson count processes
+Normal rank
@@ Property / cites work @@
+A closed-form estimator for the multivariate GARCH(1,1) model
+Normal rank
@@ Property / cites work @@
+Thinning-based models in the analysis of integer-valued time series: a review
+Normal rank
@@ Property / cites work @@
+Rejoinder on: Some recent theory for autoregressive count time series
+Normal rank
@@ Property / cites work @@
+Modelling time series of counts with overdispersion
+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 @@
+Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models
+Normal rank
@@ Property / cites work @@
+Influence diagnostics in log-linear integer-valued GARCH models
+Normal rank
@@ Property / cites work @@
+Empirical likelihood for linear and log-linear INGARCH models
+Normal rank