Minimum density power divergence estimator for Poisson autoregressive models (Q1623690)
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scientific article; zbMATH DE number 6984074
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| English | Minimum density power divergence estimator for Poisson autoregressive models |
scientific article; zbMATH DE number 6984074 |
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Minimum density power divergence estimator for Poisson autoregressive models (English)
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23 November 2018
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density-based divergence measures
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robust estimation
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Poisson autoregressive model
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integer-valued GARCH model
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consistency
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asymptotic normality
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0.90663505
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0.8944151
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0.8826165
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0.87932754
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0.87711316
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0.8727253
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0.8708401
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0.86928654
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