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)

Full work available at URL https://doi.org/10.1007/S11749-024-00930-0

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)

Cites work

• scientific article; zbMATH DE number 3984329 (Why is no real title available?)
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Cited in

(5)

• On an integer-valued stochastic intensity model for time series of counts
• Bayesian influence diagnostics for a multivariate GARCH model
• On the robustness of maximum likelihood estimators for the Poisson INAR(1) model
• A moment-based test for conditional poissonity in integer-valued conditional autoregressive models
• Diagnostic analytics for the mixed Poisson INGARCH model with applications

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