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Robust estimation for the one-parameter exponential family integer-valued GARCH(1,1) models based on a modified Tukey’s biweight function

Crossref DOI link: https://doi.org/10.1007/s00180-022-01293-6

Published Online: 2022-11-09

Published Print: 2024-04

Update policy: https://doi.org/10.1007/springer_crossmark_policy

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