Pages that link to "Item:Q1623690"

The following pages link to Minimum density power divergence estimator for Poisson autoregressive models (Q1623690):

Displaying 17 items.

• Robust parameter change test for Poisson autoregressive models (Q491688) (← links)
• The logarithmic super divergence and asymptotic inference properties (Q1622020) (← links)
• Robust estimation in stochastic frontier models (Q1658542) (← links)
• Robust estimation for general integer-valued time series models (Q2027220) (← links)
• Sequential change point test in the presence of outliers: the density power divergence based approach (Q2044423) (← links)
• Modeling and inference for multivariate time series of counts based on the INGARCH scheme (Q2084059) (← links)
• Robust parametric inference for finite Markov chains (Q2125477) (← links)
• A robust approach for testing parameter change in Poisson autoregressive models (Q2131967) (← links)
• Recent progress in parameter change test for integer-valued time series models (Q2132020) (← links)
• Minimum density power divergence estimator for negative binomial integer-valued GARCH models (Q2141738) (← links)
• Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss (Q2235634) (← links)
• Test for parameter change in the presence of outliers: the density power divergence-based approach (Q5065268) (← links)
• General Robust Bayes Pseudo-Posteriors: Exponential Convergence Results with Applications (Q5066774) (← links)
• Robust estimation for zero-inflated poisson autoregressive models based on density power divergence (Q5106985) (← links)
• Hysteretic Poisson INGARCH model for integer-valued time series (Q5142183) (← links)
• On the ‘optimal’ density power divergence tuning parameter (Q5861532) (← links)
• Monitoring parameter change for bivariate time series models of counts (Q6080783) (← links)