Pages that link to "Item:Q1659080"
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The following pages link to Robust closed-form estimators for the integer-valued GARCH(1,1) model (Q1659080):
Displaying 12 items.
- 2nd special issue on robust analysis of complex data (Q1658176) (← links)
- Minimum density power divergence estimator for negative binomial integer-valued GARCH models (Q2141738) (← links)
- Self-excited hysteretic negative binomial autoregression (Q2218622) (← links)
- A generalized mixture integer-valued GARCH model (Q2220287) (← links)
- Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss (Q2235634) (← links)
- Mean targeting estimator for the integer-valued GARCH(1, 1) model (Q2306886) (← links)
- Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts (Q2317328) (← links)
- Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model (Q2318633) (← links)
- Binomial AR(1) processes with innovational outliers (Q5079051) (← links)
- The effects of additive outliers in INAR(1) process and robust estimation (Q5879975) (← links)
- Empirical likelihood for a first-order generalized random coefficient integer-valued autoregressive process (Q6076834) (← links)
- Doubly-inflated Poisson INGARCH models for count time series (Q6151255) (← links)
