On robust estimation of negative binomial INARCH models (Q824963)
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scientific article; zbMATH DE number 7447124
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On robust estimation of negative binomial INARCH models |
scientific article; zbMATH DE number 7447124 |
Statements
On robust estimation of negative binomial INARCH models (English)
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16 December 2021
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count time series
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negative binomial distribution
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overdispersion
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generalized linear models
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rank autocorrelation
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Tukey M-estimator
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additive outliers
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