Influence diagnostics in log-linear integer-valued GARCH models (Q1621988)
From MaRDI portal
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)
0 references
12 November 2018
0 references
log-linear integer-valued GARCH models
0 references
slope-based diagnostics
0 references
stepwise local influence analysis
0 references
perturbation scheme
0 references