Robust estimation for the one-parameter exponential family integer-valued GARCH(1,1) models based on a modified Tukey's biweight function (Q6567406)
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scientific article; zbMATH DE number 7876387
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| English | Robust estimation for the one-parameter exponential family integer-valued GARCH(1,1) models based on a modified Tukey's biweight function |
scientific article; zbMATH DE number 7876387 |
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Robust estimation for the one-parameter exponential family integer-valued GARCH(1,1) models based on a modified Tukey's biweight function (English)
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5 July 2024
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integer-valued GARCH model
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one-parameter exponential family
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outliers
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robust estimation
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time series of counts
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