Pages that link to "Item:Q5106985"
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The following pages link to Robust estimation for zero-inflated poisson autoregressive models based on density power divergence (Q5106985):
Displaying 8 items.
- Robust estimation for general integer-valued time series models (Q2027220) (← links)
- Modeling and inference for multivariate time series of counts based on the INGARCH scheme (Q2084059) (← 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)
- Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts (Q2317328) (← links)
- Robust estimation for general integer-valued autoregressive models based on the exponential-polynomial divergence (Q6586541) (← links)
