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ROBUST FITTING OF INARCH MODELS - MaRDI portal

ROBUST FITTING OF INARCH MODELS (Q5176861)

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scientific article; zbMATH DE number 6411233
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English
ROBUST FITTING OF INARCH MODELS
scientific article; zbMATH DE number 6411233

    Statements

    title
    ROBUST FITTING OF INARCH MODELS (English)
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    author
    Hanan Elsaied
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    Roland Fried
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    publication date
    4 March 2015
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    zbMATH Keywords
    count data
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    Poisson model
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    INARCH models
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    GLM models
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    Huber M-estimator
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    Tukey M-estimator
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    transient shifts
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    additive outliers
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    robustness
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62F35
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    62P10
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    zbMATH DE Number
    6411233
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    OpenAlex ID
    W1595475757
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    DOI
    10.1111/JTSA.12079
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