Robust Estimation for Poisson Integer-Valued GARCH Models Using a New Hybrid Loss
Author:
Publisher
Springer Science and Business Media LLC
Subject
Information Systems,Computer Science (miscellaneous)
Link
https://link.springer.com/content/pdf/10.1007/s11424-020-9344-0.pdf
Reference29 articles.
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3. Zhu F and Wang D, Estimation and testing for a Poisson autoregressive model, Metrika, 2011, 73: 211–230.
4. Zhu F and Wang D, Empirical likelihood for linear and log-linear INGARCH models, Journal of the Korean Statistical Society, 2015, 44: 150–160.
5. Cui Y and Wu R, On conditional maximum likelihood estimation for INGARCH(p, q) models, Statistics and Probability Letters, 2016, 118: 1–7.
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