{"title":"Robust estimation for general integer-valued autoregressive models based on the exponential-polynomial divergence","authors":"Byungsoo Kim, Sangyeol Lee","doi":"10.1080/00949655.2023.2283764","DOIUrl":null,"url":null,"abstract":"In this study, we develop a robust estimator for integer-valued one-parameter exponential family autoregressive models, named general integer-valued autoregressive models. This model accommodates a...","PeriodicalId":50040,"journal":{"name":"Journal of Statistical Computation and Simulation","volume":"22 1","pages":""},"PeriodicalIF":1.1000,"publicationDate":"2023-11-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Statistical Computation and Simulation","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/00949655.2023.2283764","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS","Score":null,"Total":0}
引用次数: 0
Abstract
In this study, we develop a robust estimator for integer-valued one-parameter exponential family autoregressive models, named general integer-valued autoregressive models. This model accommodates a...
期刊介绍：
Journal of Statistical Computation and Simulation ( JSCS ) publishes significant and original work in areas of statistics which are related to or dependent upon the computer.
Fields covered include computer algorithms related to probability or statistics, studies in statistical inference by means of simulation techniques, and implementation of interactive statistical systems.
JSCS does not consider applications of statistics to other fields, except as illustrations of the use of the original statistics presented.
Accepted papers should ideally appeal to a wide audience of statisticians and provoke real applications of theoretical constructions.
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