On robust estimation of negative binomial INARCH models (Q824963)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On robust estimation of negative binomial INARCH models |
scientific article |
Statements
On robust estimation of negative binomial INARCH models (English)
0 references
16 December 2021
0 references
count time series
0 references
negative binomial distribution
0 references
overdispersion
0 references
generalized linear models
0 references
rank autocorrelation
0 references
Tukey M-estimator
0 references
additive outliers
0 references
0 references
