Robust Estimation for Poisson Integer-Valued GARCH Models Using a New Hybrid Loss
Crossref DOI link: https://doi.org/10.1007/s11424-020-9344-0
Published Online: 2021-01-12
Published Print: 2021-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Li, Qi
Chen, Huaping
Zhu, Fukang
Text and Data Mining valid from 2021-01-12
Version of Record valid from 2021-01-12
Article History
Received: 16 December 2019
Revised: 27 May 2020
First Online: 12 January 2021