Minimum Density Power Divergence Estimator for Negative Binomial Integer-Valued GARCH Models

Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal

(2020) Zhengwei Liu et al.   Brazilian Journal of Probability and Statistics

Bivariate first-order random coefficient integer-valued autoregressive processes

(2019) Meiju Yu et al.   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

Robust estimation for general integer-valued time series models

(2019) Byungsoo Kim et al.   ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS

Binomial AR(1) processes with innovational outliers

(2019) Huaping Chen et al.   COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts

(2019) Lanyu Xiong et al.   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

Robust statistical inference based on the C-divergence family

(2018) Avijit Maji et al.   ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS

Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations

(2018) Xiaohong Qi et al.   JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

Threshold negative binomial autoregressive model

(2018) Mengya Liu et al.   STATISTICS

A robust conditional maximum likelihood estimator for generalized linear models with a dispersion parameter

(2018) Alfio Marazzi et al.   TEST

Robust estimation for zero-inflated poisson autoregressive models based on density power divergence

(2017) Byungsoo Kim et al.   JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION

Conditional maximum likelihood estimation for a class of observation-driven time series models for count data

(2017) Yunwei Cui et al.   STATISTICS & PROBABILITY LETTERS

Generalized Poisson autoregressive models for time series of counts

(2016) Cathy W.S. Chen et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS

Robust closed-form estimators for the integer-valued GARCH (1,1) model

(2016) Qi Li et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS

Local influence analysis for Poisson autoregression with an application to stock transaction data

(2015) Fukang Zhu et al.   STATISTICA NEERLANDICA

Thinning-based models in the analysis of integer-valued time series: a review

(2015) Manuel G. Scotto et al.   STATISTICAL MODELLING

Robust inference in the negative binomial regression model with an application to falls data

(2014) William H. Aeberhard et al.   BIOMETRICS

Minimum density power divergence estimator for Poisson autoregressive models

(2014) Jiwon Kang et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS

ROBUST FITTING OF INARCH MODELS

(2014) Hanan Elsaied et al.   JOURNAL OF TIME SERIES ANALYSIS

On count time series prediction

(2013) Vasiliki Christou et al.   JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION

Robust estimators for generalized linear models

(2013) Marina Valdora et al.   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS

(2013) Vasiliki Christou et al.   JOURNAL OF TIME SERIES ANALYSIS

Retrospective Bayesian outlier detection in INGARCH series

(2013) Roland Fried et al.   STATISTICS AND COMPUTING

Dual divergence estimators and tests: Robustness results

(2010) Aida Toma et al.   JOURNAL OF MULTIVARIATE ANALYSIS

Poisson Autoregression

(2010) Konstantinos Fokianos et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

A negative binomial integer-valued GARCH model

(2010) Fukang Zhu   JOURNAL OF TIME SERIES ANALYSIS

Predictive Model Assessment for Count Data

(2009) Claudia Czado et al.   BIOMETRICS