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

DOI10.1080/02664763.2023.2198178MaRDI QIDQ6579811

Yong Hui Liu, Wei Tan, Alejandra Tapia, Víctor Leiva, Shuangzhe Liu, Unnamed Author

Publication date: 26 July 2024

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

Mathematics Subject Classification ID

Statistics (62-XX)

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