A note on influence diagnostics in AR(1) time series models
DOI10.1016/J.JSPI.2012.05.004zbMATH Open1335.62148OpenAlexW1974740741MaRDI QIDQ453021FDOQ453021
Luiz Koodi Hotta, Bruno Santos, Mauricio Zevallos
Publication date: 18 September 2012
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2012.05.004
Diagnostics, and linear inference and regression (62J20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Applications of statistics (62P99)
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Cited In (10)
- Birnbaum-Saunders autoregressive conditional duration models applied to high-frequency financial data
- Birnbaum-Saunders autoregressive conditional range model applied to stock index data
- Asymmetric autoregressive models: statistical aspects and a financial application under COVID-19 pandemic
- A new extended Birnbaum-Saunders regression model for lifetime modeling
- Influence diagnostics in a vector autoregressive model
- Slope influence diagnostics in conditional heteroscedastic time series models
- New class of Johnson SB distributions and its associated regression model for rates and proportions
- Zero-inflated Bell regression models for count data
- Heteroscedastic log-exponentiated Weibull regression model
- Forecasting time series with optimal neural networks using multi-objective optimization algorithm based on AICc
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