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"Robust estimation for the one-parameter exponential family integer-valued ..."

Lanyu Xiong, Fukang Zhu (2024)

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DOI: 10.1007/S00180-022-01293-6

access: closed

type: Journal Article

metadata version: 2024-04-01

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Lanyu Xiong, Fukang Zhu:
Robust estimation for the one-parameter exponential family integer-valued GARCH(1,1) models based on a modified Tukey's biweight function. Comput. Stat. 39(2): 495-522 (2024)

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