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Influence diagnostics in log-linear integer-valued GARCH models

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References

2006Integer‐Valued GARCH Process499 cited
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2011Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models135 cited
2011Zero-inflated Poisson and negative binomial integer-valued GARCH models128 cited
2010ARCH Models for Financial Applications116 cited
2009Diagnostic checking integer-valued ARCH models using conditional residual autocorrelations38 cited

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2016Robust closed-form estimators for the integer-valued GARCH (1,1) model20 cited

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