Local influence analysis in the softplus INGARCH model

DOI10.1007/S11749-024-00930-0MaRDI QIDQ7029205zbMATH OpenFDO

Authors Zhonghao Su, Fukang Zhu, Shuangzhe Liu

Publication date 11 February 2025

Published in Test (Search for Journal in Brave)

zbMATH Keywords

perturbation schemelocal influence analysissoftplus INGARCH modelstepwise diagnostics

Mathematics Subject Classification ID

Diagnostics, and linear inference and regression (62J20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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