Influence diagnostics in log-linear integer-valued GARCH models (Q1621988)
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scientific article; zbMATH DE number 6976306
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| English | Influence diagnostics in log-linear integer-valued GARCH models |
scientific article; zbMATH DE number 6976306 |
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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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0.93057656
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0.88996917
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0.88532805
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0.8768064
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0.8725251
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0.8699581
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0.86708796
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0.8638388
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0.86357963
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