On asymmetric regression models with allowance for temporal dependence
DOI10.1007/s42519-020-00104-9zbMath1443.62287OpenAlexW3035254432MaRDI QIDQ777843
Roberto Vila, José L. Martínez, Filidor Vilca, Helton Saulo
Publication date: 7 July 2020
Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s42519-020-00104-9
time seriesMonte Carlo simulationmodel selection criteriamaximum likelihood methodslog-symmetric distributions
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Exact distribution theory in statistics (62E15) General nonlinear regression (62J02) Monte Carlo methods (65C05)
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