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Title
Influence diagnostics in log-linear integer-valued GARCH models
Authors
Keywords
Log-linear integer-valued GARCH models, Slope-based diagnostics, Stepwise local influence analysis, Perturbation scheme, 62M10, 62J20
Journal
AStA-Advances in Statistical Analysis
Volume 99, Issue 3, Pages 311-335
Publisher
Springer Nature
Online
2014-11-21
DOI
10.1007/s10182-014-0242-4
References
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