Robust estimation methods for a class of log-linear count time series models

DOI10.1080/00949655.2015.1035271OpenAlexW2029811629MaRDI QIDQ5222370

Konstantinos Fokianos, Stella Kitromilidou

Publication date: 1 April 2020

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

Full work available at URL: https://doi.org/10.1080/00949655.2015.1035271

zbMATH Keywords

simulationinterventionsautocorrelationcanonical linktuning constantlog-linear Poisson modelconditionally unbiased bounded-influence estimatorMallows quasi-likelihood estimator

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (4)

Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions ⋮ Robust closed-form estimators for the integer-valued GARCH(1,1) model ⋮ Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss ⋮ Statistical analysis of multivariate discrete-valued time series

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• Time Series Models Based on Generalized Linear Models: Some Further Results
• Interventions in log-linear Poisson autoregression
• ROBUST FITTING OF INARCH MODELS
• Interventions in INGARCH processes

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