Robust Estimation for Poisson Integer-Valued GARCH Models Using a New Hybrid Loss

LI Qi · CHEN Huaping · ZHU Fukang

Journal of Systems Science & Complexity ›› 2021, Vol. 34 ›› Issue (4) : 1578-1596.

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Journal of Systems Science & Complexity ›› 2021, Vol. 34 ›› Issue (4) : 1578-1596. DOI: 10.1007/s11424-020-9344-0

Robust Estimation for Poisson Integer-Valued GARCH Models Using a New Hybrid Loss

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2021, 34(4): 1578-1596 https://doi.org/10.1007/s11424-020-9344-0

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