Impact of the Parametrization and the Scaling Function in Dynamic Score-Driven Models: The Case of the Negative Binomial Distribution
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31140%2F20%3A00055372" target="_blank" >RIV/61384399:31140/20:00055372 - isvavai.cz</a>
Result on the web
<a href="https://mme2020.mendelu.cz/wcd/w-rek-mme/mme2020_conference_proceedings_final.pdf" target="_blank" >https://mme2020.mendelu.cz/wcd/w-rek-mme/mme2020_conference_proceedings_final.pdf</a>
DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Impact of the Parametrization and the Scaling Function in Dynamic Score-Driven Models: The Case of the Negative Binomial Distribution
Original language description
Main topics of the document: generalized autoregressive score model; parametrization; scaling function; model misspecification; negative binomial distribution
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
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OECD FORD branch
10103 - Statistics and probability
Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2020
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
International Conference on Mathematical Methods in Economics 2020 (MME 2020)
ISBN
978-80-7509-734-7
ISSN
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e-ISSN
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Number of pages
7
Pages from-to
173-179
Publisher name
Mendel University
Place of publication
Brno
Event location
Brno
Event date
Sep 9, 2020
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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