Minimum density power divergence estimator for negative binomial integer-valued GARCH models
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Cites work
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- Binomial AR(1) processes with innovational outliers
- Bivariate first-order random coefficient integer-valued autoregressive processes
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- Generalized Poisson autoregressive models for time series of counts
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- Local influence analysis for Poisson autoregression with an application to stock transaction data
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- Predictive model assessment for count data
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- Robust and efficient estimation by minimising a density power divergence
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Cited in
(21)- On robust estimation of negative binomial INARCH models
- Modeling and inferences for bivariate signed integer-valued autoregressive models
- Marginal likelihood estimation for the negative binomial INGARCH model
- On an integer-valued stochastic intensity model for time series of counts
- Robust estimation for bivariate integer-valued autoregressive models based on minimum density power divergence
- Conditional minimum density power divergence estimator for self-exciting integer-valued threshold autoregressive models
- Robust estimation for general integer-valued autoregressive models based on the exponential-polynomial divergence
- Negative binomial community network vector autoregression for multivariate integer-valued time series
- Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts
- Robust estimation for general integer-valued time series models
- Periodic negative binomial INGARCH(1, 1) model
- Multiple values-inflated time series of counts: modeling and inference based on INGARCH scheme
- Minimum density power divergence estimator for GARCH models
- \( \mathbb{Z} \)-valued time series: models, properties and comparison
- On the robustness of maximum likelihood estimators for the Poisson INAR(1) model
- Robust singular value decomposition with application to video surveillance background modelling
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- Inequality restricted minimum density power divergence estimation in panel count data
- Density power divergence estimator for general integer-valued time series with exogenous covariates
- Minimum density power divergence estimator for Poisson autoregressive models
- 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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