Influence diagnostics in log-linear integer-valued GARCH models (Q1621988)

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Influence diagnostics in log-linear integer-valued GARCH models
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    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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