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