Transformed GARMA model: Properties and simulations
From MaRDI portal
Publication:4607374
DOI10.1080/03610918.2016.1230215zbMath1385.62027OpenAlexW2525926637MaRDI QIDQ4607374
Jacek Leśkow, Marinho G. Andrade, Breno Silveira de Andrade
Publication date: 13 March 2018
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2016.1230215
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bootstrap, jackknife and other resampling methods (62F40)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Adaptive profile-empirical-likelihood inferences for generalized single-index models
- Automatic dimensionality selection from the scree plot via the use of profile likelihood
- Box and Cox power-transformation to confined and censored nonnormal responses in regression
- Generalized Autoregressive Moving Average Models
- Time Series Models Based on Generalized Linear Models: Some Further Results
- A generalised Box–Cox transformation for the parametric estimation of clinical reference intervals
This page was built for publication: Transformed GARMA model: Properties and simulations