Pages that link to "Item:Q2027220"
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The following pages link to Robust estimation for general integer-valued time series models (Q2027220):
Displaying 11 items.
- Modeling and inference for multivariate time series of counts based on the INGARCH scheme (Q2084059) (← links)
- Recent progress in parameter change test for integer-valued time series models (Q2132020) (← 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 estimation of conditional variance of time series using density power divergences (Q4687630) (← links)
- A general procedure for change-point detection in multivariate time series (Q6114842) (← links)
- Exponential family QMLE-based CUSUM test for integer-valued time series (Q6116981) (← links)
- Robust estimation for the one-parameter exponential family integer-valued GARCH(1,1) models based on a modified Tukey's biweight function (Q6567406) (← links)
- Sequential online monitoring for autoregressive time series of counts (Q6581393) (← links)
- Robust estimation for general integer-valued autoregressive models based on the exponential-polynomial divergence (Q6586541) (← links)
- Multiple values-inflated bivariate INAR time series of counts: featuring zero-one inflated Poisson-Lindly case (Q6643301) (← links)
