Karlis, Dimitris; Pedeli, Xanthi; Varin, Cristiano Observation-driven exponential smoothing. (English) Zbl 07858763 Stat 12, No. 1, Paper No. e642, 10 p. (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Fokianos, Konstantinos; Fried, Roland; Kharin, Yuriy; Voloshko, Valeriy Statistical analysis of multivariate discrete-valued time series. (English) Zbl 1482.62090 J. Multivariate Anal. 188, Article ID 104805, 15 p. (2022). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 62M10 62M05 62H12 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Qi; Chen, Huaping; Zhu, Fukang Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss. (English) Zbl 1476.62189 J. Syst. Sci. Complex. 34, No. 4, 1578-1596 (2021). MSC: 62M10 62G35 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Qi; Lian, Heng; Zhu, Fukang Robust closed-form estimators for the integer-valued GARCH(1,1) model. (English) Zbl 1466.62141 Comput. Stat. Data Anal. 101, 209-225 (2016). MSC: 62-08 62M10 62F35 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Kitromilidou, Stella; Fokianos, Konstantinos Mallows’ quasi-likelihood estimation for log-linear Poisson autoregressions. (English) Zbl 1349.62409 Stat. Inference Stoch. Process. 19, No. 3, 337-361 (2016). MSC: 62M10 62F35 × Cite Format Result Cite Review PDF Full Text: DOI