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. Robust estimation for the one-parameter exponential family integer-valued GARCH(1,1) models based on a modified Tukey's biweight function. Comput. Stat., 39(2):495-522, April 2024. [doi]

Abstract

Abstract is missing.