Transformed GARMA model: Properties and simulations

DOI10.1080/03610918.2016.1230215MaRDI QIDQ4607374zbMATH OpenOpenAlexFDO

Authors Breno Silveira de Andrade, Jacek Leśkow, Marinho G. 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

zbMATH Keywords

bootstrapgamma distributiontransformationinverse Gaussian distributiongeneralized ARMA model

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites work

• scientific article; zbMATH DE number 1808197 (Why is no real title available?)
• scientific article; zbMATH DE number 3251902 (Why is no real title available?)
• scientific article; zbMATH DE number 3297777 (Why is no real title available?)
• A generalised Box-Cox transformation for the parametric estimation of clinical reference intervals
• 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

Cited in

(1)

• Transformed generalized linear models

Describes a project that uses

Uses Software

• R

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