On robust estimation of negative binomial INARCH models
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Publication:824963
DOI10.1007/s40300-021-00207-8zbMath1476.62182OpenAlexW3171180549MaRDI QIDQ824963
Publication date: 16 December 2021
Published in: Metron (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40300-021-00207-8
overdispersionnegative binomial distributionadditive outliersgeneralized linear modelscount time seriesrank autocorrelationTukey M-estimator
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12) Robustness and adaptive procedures (parametric inference) (62F35) Stationary stochastic processes (60G10)
Related Items
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