Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions

DOI10.1007/S11203-015-9131-ZMaRDI QIDQ329062zbMATH OpenOpenAlexFDO

Authors Stella Kitromilidou, Konstantinos Fokianos

Publication date 21 October 2016

Published in Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11203-015-9131-z

zbMATH Keywords

autocorrelationestimating equationsgeneralized linear modelsrobust estimationinterventionsinteger valued time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35)

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• scientific article; zbMATH DE number 52652 (Why is no real title available?)
• scientific article; zbMATH DE number 1941665 (Why is no real title available?)
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• Robust estimators for generalized linear models
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Cited in

(6)

• Statistical analysis of multivariate discrete-valued time series
• Robust estimation methods for a class of log-linear count time series models
• Robust estimation for the one-parameter exponential family integer-valued GARCH(1,1) models based on a modified Tukey's biweight function
• Minimum density power divergence estimator for negative binomial integer-valued GARCH 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

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