On asymmetric regression models with allowance for temporal dependence

DOI10.1007/s42519-020-00104-9zbMath1443.62287OpenAlexW3035254432MaRDI QIDQ777843

Roberto Vila, José L. Martínez, Filidor Vilca, Helton Saulo

Publication date: 7 July 2020

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42519-020-00104-9

zbMATH Keywords

time seriesMonte Carlo simulationmodel selection criteriamaximum likelihood methodslog-symmetric distributions

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Exact distribution theory in statistics (62E15) General nonlinear regression (62J02) Monte Carlo methods (65C05)

Related Items (1)

A class of asymmetric regression models for left-censored data

Uses Software

• R
• astsa
• ssym
• SYMARMA

Cites Work

• Unnamed Item
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• An extension of log-symmetric regression models: R codes and applications
• Time series with Birnbaum‐Saunders marginal distributions
• Small‐sample testing inference in symmetric and log‐symmetric linear regression models

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