Robust estimation for zero-inflated poisson autoregressive models based on density power divergence

DOI10.1080/00949655.2017.1351563OpenAlexW2735053491MaRDI QIDQ5106985

Byungsoo Kim, Sangyeol Lee

Publication date: 22 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2017.1351563

zbMATH Keywords

robust estimationminimum density power divergence estimatorinteger-valued GARCH modelzero-inflated Poisson autoregressive model

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (8)

A robust approach for testing parameter change in Poisson autoregressive models ⋮ Recent progress in parameter change test for integer-valued time series models ⋮ Minimum density power divergence estimator for negative binomial integer-valued GARCH models ⋮ Robust estimation for bivariate integer-valued autoregressive models based on minimum density power divergence ⋮ Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss ⋮ Robust estimation for general integer-valued time series models ⋮ Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts ⋮ Modeling and inference for multivariate time series of counts based on the INGARCH scheme

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