Minimum density power divergence estimator for negative binomial integer-valued GARCH models
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Cited in
(24)- Minimum density power divergence estimator for Poisson autoregressive models
- Robust estimation for general integer-valued time series models
- Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss
- Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts
- Multiple values-inflated time series of counts: modeling and inference based on INGARCH scheme
- Robust estimation for bivariate integer-valued autoregressive models based on minimum density power divergence
- Periodic negative binomial INGARCH(1, 1) model
- Minimum density power divergence estimator for GARCH models
- \( \mathbb{Z} \)-valued time series: models, properties and comparison
- Marginal likelihood estimation for the negative binomial INGARCH model
- Robust estimation for the one-parameter exponential family integer-valued GARCH(1,1) models based on a modified Tukey's biweight function
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- On robust estimation of negative binomial INARCH models
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