Robust autoregressive modeling and its diagnostic analytics with a COVID-19 related application

Related Items (1)

Professor Heinz Neudecker and matrix differential calculus

Cites Work

Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
A nonlinear regression model with skew-normal errors
On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions
Diagnostics for skew-normal nonlinear regression models with AR(1) errors
Influence diagnostics for linear models with first-order autoregressive elliptical errors
On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity
Influence diagnostics in log-linear integer-valued GARCH models
Influence diagnostic analysis in the possibly heteroskedastic linear model with exact restrictions
Matrix differential calculus with applications in the multivariate linear model and its diagnostics
An overview on the progeny of the skew-normal family -- a personal perspective
Estimation and diagnostic for partially linear models with first-order autoregressive skew-normal errors
Influence diagnostics in mixed effects logistic regression models
Time series analysis using SAS enterprise guide
Influence diagnostics in possibly asymmetric circular-linear multivariate regression models
Fitting asset returns to skewed distributions: are the skew-normal and skew-Student good models?
Detection of outliers in mixed regressive-spatial autoregressive models
The Skew-Normal and Related Families
Outlier Detection in Time Series Models Using Local Influence Method
Diagnostics on nonlinear model with scale mixtures of skew-normal and first-order autoregressive errors
Robust linear mixed models using the skew t distribution with application to schizophrenia data
Conformal Normal Curvature and Assessment of Local Influence
Advanced Time Series Data Analysis
Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
On diagnostics in conditionally heteroskedastic time series models under elliptical distributions
Robust multivariate control charts based on Birnbaum–Saunders distributions
Sensitivity analysis of longitudinal count responses: a local influence approach and application to medical data
Asymmetric autoregressive models: statistical aspects and a financial application under COVID-19 pandemic
Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics
Statistical diagnostics for nonlinear regression models based on scale mixtures of skew-normal distributions
Influence diagnostics in a vector autoregressive model
Local influence analysis for Poisson autoregression with an application to stock transaction data
Diagnostic analysis for a vector autoregressive model under Student^′s t‐distributions

This page was built for publication: Robust autoregressive modeling and its diagnostic analytics with a COVID-19 related application