Censored regression models with autoregressive errors: a likelihood-based perspective

DOI10.1002/CJS.11338MaRDI QIDQ4960860zbMATH OpenOpenAlexFDO

Authors Fernanda L. Schumacher, V. H. Lachos, Dipak K. Dey

Publication date 23 April 2020

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/cjs.11338

zbMATH Keywords

autoregressive \(AR(p)\) modelscensored datalimit of detectionSAEM algorithm

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Censored data models (62N01)

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Cited in

(11)

• On estimation for censored autoregressive data
• Approximate inferences for nonlinear mixed effects models with scale mixtures of skew-normal distributions
• ARCensReg
• Parameters estimation based on AR time series model with right-censored data
• Regression Analsis with Censored Autocorrelated Data
• Quasi-likelihood estimation of a censored autoregressive model with exogenous variables
• Influence diagnostics for censored regression models with autoregressive errors
• Censored time series analysis with autoregressive moving average models
• Scale mixture of skew-normal linear mixed models with within-subject serial dependence
• Censored autoregressive regression models with student-t innovations
• Bayesian analysis of linear regression models with autoregressive symmetrical errors and incomplete data

Describes a project that uses

Uses Software

• R
• ARCensReg

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