Influence diagnostics in log-linear integer-valued GARCH models (Q1621988): Difference between revisions
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Revision as of 05:06, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Influence diagnostics in log-linear integer-valued GARCH models |
scientific article |
Statements
Influence diagnostics in log-linear integer-valued GARCH models (English)
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12 November 2018
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log-linear integer-valued GARCH models
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slope-based diagnostics
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stepwise local influence analysis
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perturbation scheme
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