Pages that link to "Item:Q2317328"
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The following pages link to Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts (Q2317328):
Displaying 11 items.
- Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions (Q329062) (← links)
- On robust estimation of negative binomial INARCH models (Q824963) (← links)
- Robust estimation for general integer-valued time series models (Q2027220) (← 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)
- QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS (Q2933190) (← links)
- A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application (Q6179146) (← links)
- Periodic negative binomial INGARCH(1, 1) model (Q6181866) (← links)
- Marginal likelihood estimation for the negative binomial INGARCH model (Q6562733) (← 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)
- Bayesian log-linear beta-negative binomial integer-valued GARCH model (Q6567442) (← links)
