Censored regression models with autoregressive errors: A likelihood‐based perspective

DOI10.1002/CJS.11338zbMath1474.62317OpenAlexW2761595227MaRDI QIDQ4960860

Victor Hugo Lachos, Fernanda L. Schumacher, Dey, Dipak K.

Publication date: 23 April 2020

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.11338

zbMATH Keywords

SAEM algorithmcensored datalimit of detectionautoregressive \(AR(p)\) models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Censored data models (62N01)

Related Items (2)

Approximate inferences for nonlinear mixed effects models with scale mixtures of skew-normal distributions ⋮ ARCensReg

Uses Software

• ARCensReg
• Unnamed Item

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