Robust estimation for general integer-valued time series models
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Cites work
- scientific article; zbMATH DE number 1220667 (Why is no real title available?)
- scientific article; zbMATH DE number 6159446 (Why is no real title available?)
- A data-based method for selecting tuning parameters in minimum distance estimators
- A negative binomial model for time series of counts
- CUSUM test for general nonlinear integer-valued GARCH models: comparison study
- Choosing a robustness tuning parameter
- Conditional maximum likelihood estimation for a class of observation-driven time series models for count data
- Dual divergence estimators and tests: robustness results
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- Inference and testing for structural change in general Poisson autoregressive models
- Integer-Valued GARCH Process
- Minimum density power divergence estimator for GARCH models
- Minimum density power divergence estimator for Poisson autoregressive models
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models
- Parameter Change Test for Poisson Autoregressive Models
- Parameter change test for zero-inflated generalized Poisson autoregressive models
- Poisson QMLE of count time series models
- Poisson autoregression
- Quasi-likelihood inference for negative binomial time series models
- Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach
- Retrospective Bayesian outlier detection in INGARCH series
- Robust Blind Source Separation by Beta Divergence
- Robust and efficient estimation by minimising a density power divergence
- Robust estimation for the covariance matrix of multivariate time series based on normal mixtures
- Robust estimation for zero-inflated poisson autoregressive models based on density power divergence
- Robust estimation in the normal mixture model
- Testing Parameter Change in General Integer‐Valued Time Series
- The Lindeberg-Levy Theorem for Martingales
- Theory and inference for a class of nonlinear models with application to time series of counts
- Thinning operations for modeling time series of counts -- a survey
- Zero-inflated Poisson and negative binomial integer-valued GARCH models
Cited in
(20)- Modeling and inferences for bivariate signed integer-valued autoregressive models
- A general procedure for change-point detection in multivariate time series
- Robust estimation for bivariate integer-valued autoregressive models based on minimum density power divergence
- Robust and efficient parameter estimation for discretely observed stochastic processes
- Sequential online monitoring for autoregressive time series of counts
- Conditional minimum density power divergence estimator for self-exciting integer-valued threshold autoregressive models
- Recent progress in parameter change test for integer-valued time series models
- Robust estimation for general integer-valued autoregressive models based on the exponential-polynomial divergence
- Minimum density power divergence estimator for negative binomial integer-valued GARCH models
- Modeling and inferences for bounded multivariate time series of counts
- Robust estimation methods for a class of log-linear count time series models
- Multiple values-inflated time series of counts: modeling and inference based on INGARCH scheme
- Robust estimation of conditional variance of time series using density power divergences
- Exponential family QMLE-based CUSUM test for integer-valued time series
- Multiple values-inflated bivariate INAR time series of counts: featuring zero-one inflated Poisson-Lindly case
- Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss
- Inference for multivariate time series of counts via multiplicative INGARCH modeling
- Density power divergence estimator for general integer-valued time series with exogenous covariates
- Modeling and inference for multivariate time series of counts based on the INGARCH scheme
- Robust estimation for the one-parameter exponential family integer-valued GARCH(1,1) models based on a modified Tukey's biweight function
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