Robust estimation for general integer-valued autoregressive models based on the exponential-polynomial divergence
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Cites work
- scientific article; zbMATH DE number 6159446 (Why is no real title available?)
- scientific article; zbMATH DE number 3296905 (Why is no real title available?)
- A negative binomial integer-valued GARCH model
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- On the `optimal' density power divergence tuning parameter
- Parameter Change Test for Poisson Autoregressive Models
- Parameter change test for zero-inflated generalized Poisson autoregressive models
- Poisson autoregression
- Quasi-likelihood inference for negative binomial time series models
- Robust and efficient estimation by minimising a density power divergence
- Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss
- Robust estimation for general integer-valued time series models
- Robust estimation for zero-inflated poisson autoregressive models based on density power divergence
- Robust estimation in the normal mixture model
- Robust inference using the exponential-polynomial divergence
- The B-exponential divergence and its generalizations with applications to parametric estimation
- The extended Bregman divergence and parametric estimation
- Theory and inference for a class of nonlinear models with application to time series of counts
- Zero-inflated Poisson and negative binomial integer-valued GARCH models
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