Robust estimation for the one-parameter exponential family integer-valued GARCH(1,1) models based on a modified Tukey's biweight function

DOI10.1007/s00180-022-01293-6MaRDI QIDQ6567406

Lanyu Xiong, Fukang Zhu

Publication date: 5 July 2024

Published in: Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

outliersrobust estimationtime series of countsone-parameter exponential familyinteger-valued GARCH model

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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