Pages that link to "Item:Q2235634"
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The following pages link to Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss (Q2235634):
Displaying 5 items.
- Robust closed-form estimators for the integer-valued GARCH(1,1) model (Q1659080) (← links)
- \( \mathbb{Z} \)-valued time series: models, properties and comparison (Q6195512) (← links)
- On MCMC sampling in random coefficients self-exciting integer-valued threshold autoregressive processes (Q6552940) (← 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)
- Robust estimation for general integer-valued autoregressive models based on the exponential-polynomial divergence (Q6586541) (← links)
