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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.
Lanyu Xiong
Fukang Zhu
Published in:
Comput. Stat. (2024)
Keyphrases
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robust estimation
exponential family
integer valued
least squares
maximum likelihood
real valued
log likelihood
garch model
motion field
density estimation
closed form
graphical models
statistical models
mixture model
image sequences
gaussian mixture model