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

Qi Li Huaping Chen Fukang Zhu

Published in: J. Syst. Sci. Complex. (2021)

Keyphrases

robust estimation
integer valued
garch model
real valued
least squares
closed form
robust estimator
stock market
motion field
robust estimators
multivariate time series
machine learning
feature selection
image sequences
feature points
high breakdown