Minimum density power divergence estimator for negative binomial integer-valued GARCH models (Q2141738)

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Minimum density power divergence estimator for negative binomial integer-valued GARCH models
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    Minimum density power divergence estimator for negative binomial integer-valued GARCH models (English)
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    25 May 2022
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    integer-valued GARCH model
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    minimum density power divergence estimator
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    negative binomial distribution
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    robust estimation
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