Minimum density power divergence estimator for Poisson autoregressive models
DOI10.1016/j.csda.2014.06.009zbMath1506.62089OpenAlexW2048766146MaRDI QIDQ1623690
Publication date: 23 November 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2014.06.009
consistencyasymptotic normalityrobust estimationPoisson autoregressive modeldensity-based divergence measuresinteger-valued GARCH model
Asymptotic properties of parametric estimators (62F12) Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Robustness and adaptive procedures (parametric inference) (62F35)
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