On robust estimation of negative binomial INARCH models
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DOI: 10.1007/s40300-021-00207-8
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Cited by:
- Fokianos, Konstantinos & Fried, Roland & Kharin, Yuriy & Voloshko, Valeriy, 2022. "Statistical analysis of multivariate discrete-valued time series," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
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Keywords
Count time series; Negative binomial distribution; Overdispersion; Generalized linear models; Rank autocorrelation; Tukey M-estimator; Additive outliers;All these keywords.
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