Pages that link to "Item:Q6063608"
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The following pages link to Local influence analysis for Poisson autoregression with an application to stock transaction data (Q6063608):
Displaying 8 items.
- Local influence diagnostics with forward search in regression analysis (Q2093126) (← links)
- Minimum density power divergence estimator for negative binomial integer-valued GARCH models (Q2141738) (← links)
- A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation (Q2151994) (← links)
- Self-excited hysteretic negative binomial autoregression (Q2218622) (← links)
- A generalized mixture integer-valued GARCH model (Q2220287) (← links)
- Local influence diagnostics for the test of mean-variance efficiency and systematic risks in the capital asset pricing model (Q2633428) (← links)
- Binomial AR(1) processes with innovational outliers (Q5079051) (← links)
- Robust autoregressive modeling and its diagnostic analytics with a COVID-19 related application (Q6579811) (← links)
