Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts (Q2317328)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts |
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Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts (English)
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9 August 2019
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additive outliers
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count data
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INGARCH model
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negative binomial model
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robust estimation
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weighted maximum likelihood
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