Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss (Q2235634)
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scientific article; zbMATH DE number 7412585
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| English | Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss |
scientific article; zbMATH DE number 7412585 |
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Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss (English)
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21 October 2021
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loss function
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\(M\)-estimation
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time series of counts
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tuning parameter
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0.8020936250686646
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0.7954061031341553
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0.7788758873939514
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0.7706665396690369
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0.7678207159042358
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