The following pages link to ROBUST FITTING OF INARCH MODELS (Q5176861):
Displayed 9 items.
- Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions (Q329062) (← links)
- On robust estimation of negative binomial INARCH models (Q824963) (← links)
- Influence diagnostics in log-linear integer-valued GARCH models (Q1621988) (← links)
- Robust closed-form estimators for the integer-valued GARCH(1,1) model (Q1659080) (← links)
- Statistical analysis of multivariate discrete-valued time series (Q2062761) (← links)
- Minimum density power divergence estimator for negative binomial integer-valued GARCH models (Q2141738) (← links)
- Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss (Q2235634) (← links)
- Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts (Q2317328) (← links)
- Robust estimation methods for a class of log-linear count time series models (Q5222370) (← links)