Pages that link to "Item:Q2010814"

The following pages link to Birnbaum-Saunders autoregressive conditional duration models applied to high-frequency financial data (Q2010814):

Displaying 20 items.

• On a bimodal Birnbaum-Saunders distribution with applications to lifetime data (Q783271) (← links)
• On a quantile autoregressive conditional duration model (Q2079346) (← links)
• A class of asymmetric regression models for left-censored data (Q2233639) (← links)
• A bivariate fatigue-life regression model and its application to fracture of metallic tools (Q2233643) (← links)
• Robust multivariate control charts based on Birnbaum–Saunders distributions (Q4960532) (← links)
• On a new mixture-based regression model: simulation and application to data with high censoring (Q5033447) (← links)
• Bimodal Birnbaum–Saunders generalized autoregressive score model (Q5036368) (← links)
• [Invited tutorial] Birnbaum–Saunders regression models: a comparative evaluation of three approaches (Q5036895) (← links)
• Asymmetric autoregressive models: statistical aspects and a financial application under COVID-19 pandemic (Q5073401) (← links)
• On mean-based bivariate Birnbaum-Saunders distributions: Properties, inference and application (Q5078085) (← links)
• Generalized Tobit models: diagnostics and application in econometrics (Q5139092) (← links)
• Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications” by N. Balakrishnan and Debasis Kundu (Q5194981) (← links)
• Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications” (Q5194982) (← links)
• On a new type of Birnbaum-Saunders models and its inference and application to fatigue data (Q5861443) (← links)
• (Q5866624) (← links)
• The r‐hypergeometric distribution: Characterization, mathematical methods, simulations, and applications in sciences and engineering (Q6180778) (← links)
• Birnbaum-Saunders autoregressive conditional range model applied to stock index data (Q6578123) (← links)
• Birnbaum-Saunders quantile regression and its diagnostics with application to economic data (Q6579511) (← links)
• A new look at the Birnbaum-Saunders regression model (Q6580754) (← links)
• Forecasting extreme negative returns in gold and silver: a discrete-duration approach to POT models (Q6581588) (← links)