Bimodal Birnbaum–Saunders generalized autoregressive score model

DOI10.1080/02664763.2018.1428734OpenAlexW2789763802MaRDI QIDQ5036368

Rodney V. Fonseca, Francisco Cribari-Neto

Publication date: 23 February 2022

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

Full work available at URL: https://doi.org/10.1080/02664763.2018.1428734

zbMATH Keywords

Birnbaum-Saundersgeneralized autoregressive scorestreamflow datatrade duration data

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Related Items

Birnbaum‐Saunders distribution: A review of models, analysis, and applications ⋮ Clustering of arrivals in queueing systems: autoregressive conditional duration approach ⋮ On a new type of Birnbaum-Saunders models and its inference and application to fatigue data

Uses Software

• R
• Ox
• astsa

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Revisit of relationships and models for the Birnbaum-Saunders and inverse-Gaussian distributions
• Stationarity and ergodicity of univariate generalized autoregressive score processes
• Bootstrap prediction for returns and volatilities in GARCH models
• Birnbaum-Saunders nonlinear regression models
• The Birnbaum-Saunders autoregressive conditional duration model
• Improved Peňa-Rodriguez portmanteau test
• A family of autoregressive conditional duration models applied to financial data
• Generalized autoregressive conditional heteroscedasticity
• Birnbaum-Saunders autoregressive conditional duration models applied to high-frequency financial data
• Capability indices for Birnbaum–Saunders processes applied to electronic and food industries
• Influence Diagnostics in log-Birnbaum-Saunders Regression Models
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• On a measure of lack of fit in time series models
• A proposal for a residual autocorrelation test in linear models
• Generalized Autoregressive Moving Average Models
• Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data
• Influence diagnostics in Birnbaum–Saunders nonlinear regression models
• Modeling wind energy flux by a Birnbaum–Saunders distribution with an unknown shift parameter
• Diagnostics in multivariate generalized Birnbaum-Saunders regression models
• A new family of life distributions
• A Log-Linear Model for the Birnbaum-Saunders Distribution
• A new class of survival regression models with heavy-tailed errors: robustness and diagnostics

This page was built for publication: Bimodal Birnbaum–Saunders generalized autoregressive score model