Robust Estimation for Bivariate Poisson INGARCH Models

In the integer-valued generalized autoregressive conditional heteroscedastic (INGARCH) models, parameter estimation is conventionally based on the conditional maximum likelihood estimator (CMLE). However, because the CMLE is sensitive to outliers, we consider a robust estimation method for bivariate...

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Detalles Bibliográficos
Autores principales: Kim, Byungsoo, Lee, Sangyeol, Kim, Dongwon
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8003669/
https://www.ncbi.nlm.nih.gov/pubmed/33808839
http://dx.doi.org/10.3390/e23030367

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8003669/
https://www.ncbi.nlm.nih.gov/pubmed/33808839
http://dx.doi.org/10.3390/e23030367

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