Influence diagnostics in log-linear integer-valued GARCH models
type: Item
instance of: scholarly article
title: Influence diagnostics in log-linear integer-valued GARCH models
zbMATH Open document ID: 1443.62296
author: Fukang Zhu
author: Lei Shi
author: Shuangzhe Liu
published in: AStA. Advances in Statistical Analysis
publication date: 2018-11-12T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62J20
zbMATH DE Number: 6976306
zbMATH Keywords: log-linear integer-valued GARCH models
zbMATH Keywords: slope-based diagnostics
zbMATH Keywords: stepwise local influence analysis
zbMATH Keywords: perturbation scheme
MaRDI profile type: Publication
full work available at URL: s10182-014-0242-4
OpenAlex ID: W1972233773
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DOI: 10.1007/S10182-014-0242-4
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description: scientific article; zbMATH DE number 6976306