Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss (Q2235634)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss |
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Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss (English)
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21 October 2021
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loss function
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\(M\)-estimation
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time series of counts
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tuning parameter
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