Robust estimation methods for a class of log-linear count time series models
DOI10.1080/00949655.2015.1035271OpenAlexW2029811629MaRDI QIDQ5222370FDOQ5222370
Authors: Stella Kitromilidou, Konstantinos Fokianos 
Publication date: 1 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2015.1035271
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- Integer-Valued GARCH Process
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- Robust Inference for Generalized Linear Models
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Cited In (10)
- Event count estimation
- 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
- Statistical analysis of multivariate discrete-valued time series
- Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions
- Robust closed-form estimators for the integer-valued GARCH(1,1) model
- Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss
- Robust estimation for panel count data with informative observation times
- Robust fitting of INARCH models
- Observation-driven exponential smoothing
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