Ox

swMATH9501MaRDI QIDQ21482FDOQ21482

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Official website: https://www.doornik.com/doc/ox/

Cited In (only showing first 100 items - show all)

• A bivariate regression model for matched paired survival data: local influence and residual analysis
• The generalized log-gamma mixture model with covariates: local influence and residual analysis
• Hyper-spherical and elliptical stochastic cycles
• Testing for cointegration using partially linear models
• A new long-term survival model with interval-censored data
• The Kumaraswamy Marshal-Olkin family of distributions
• Estimation of seasonal fractionally integrated processes
• On the unification of long-term survival models
• Estimation of fractional integration in the presence of data noise
• A generalization of the exponential-Poisson distribution
• Statistical properties of generalized discrepancies
• An extended-G geometric family
• Influence diagnostics for polyhazard models in the presence of covariates
• A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
• Alternative bootstrap procedures for testing cointegration in fractionally integrated processes
• The exponentiated generalized Birnbaum-Saunders distribution
• Long memory with stochastic variance model: a recursive analysis for US inflation
• Generalized log-gamma regression models with cure fraction
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• New class of Johnson \(S_B\) distributions and its associated regression model for rates and proportions
• Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects
• The Poisson Birnbaum–Saunders model with long-term survivors
• General results for the Marshall and Olkin's family of distributions
• Log-Burr XII regression models with censored data
• Log-modified Weibull regression models with censored data: sensitivity and residual analysis
• Realized range-based estimation of integrated variance
• Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models
• Leverage, heavy-tails and correlated jumps in stochastic volatility models
• On estimation and influence diagnostics for log-Birnbaum-Saunders Student-\(t\) regression models: full Bayesian analysis
• Extended Burr XII regression models: theory and applications
• The beta modified Weibull distribution
• On the additive Weibull distribution
• The Poisson generalized linear failure rate model
• On the Marshall-Olkin extended distributions
• The exponentiated-log-logistic geometric distribution: dual activation
• The \(\beta\)-Birnbaum-Saunders distribution: an improved distribution for fatigue life modeling
• Testing hypotheses in the Birnbaum-Saunders distribution under type-II censored samples
• A generalized modified Weibull distribution for lifetime modeling
• The multi-state latent factor intensity model for credit rating transitions
• Non-causality in bivariate binary time series
• A regime switching long memory model for electricity prices
• Short run and long run causality in time series: inference
• Regime switching for dynamic correlations
• Model evaluation and multiple strategies in cognitive diagnosis: an analysis of fraction subtraction data
• Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
• Subsampling realised kernels
• Computer automation of general-to-specific model selection procedures
• Dynamic survival models with spatial frailty
• A log-linear regression model for the beta-Weibull distribution
• Bias-correcting the realized range-based variance in the presence of market microstructure noise
• The exponentiated half-logistic family of distributions: properties and applications
• The compound class of extended Weibull power series distributions
• A model of fractional cointegration, and tests for cointegration using the bootstrap.
• An extended Lomax distribution
• On the Marshall-Olkin extended Weibull distribution
• The logistic-X family of distributions and its applications
• The beta-Weibull geometric distribution
• On the degrees of freedom in MCMC-based Wishart models for time series data
• Higher-order latent trait models for cognitive diagnosis
• Forecasting Markov-switching dynamic, conditionally heteroscedastic processes
• The empirical process of autoregressive residuals
• General results for the beta Weibull distribution
• Deviance residuals in generalised log-gamma regression models with censored observations
• EFFICIENT LIKELIHOOD INFERENCE IN NONSTATIONARY UNIVARIATE MODELS
• ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA
• Influence diagnostics in a general class of beta regression models
• Adjusted Pearson residuals in beta regression models
• On nonlinear beta regression residuals
• Generalized multiple-point Metropolis algorithms for approximate Bayesian computation
• Modelling security market events in continuous time: intensity based, multivariate point process models
• Monte Carlo Likelihood Estimation for Three Multivariate Stochastic Volatility Models
• A flexible model for survival data with a cure rate: a Bayesian approach
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• The exponential–Weibull lifetime distribution
• The Marshall-Olkin extended Weibull family of distributions
• Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends
• Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration
• Semiparametric Bayesian Inference of Long‐Memory Stochastic Volatility Models
• Generalized beta-generated distributions
• Bootstrap-based model selection criteria for beta regressions
• Bayesian Dynamic Panel-Ordered Probit Model and Its Application to Subjective Well-Being
• The beta Marshall-Olkin family of distributions
• Confidence Intervals for the Hyperparameters in Structural Models
• Corrected modified profile likelihood heteroskedasticity tests
• Approximate inference in heteroskedastic regressions: a numerical evaluation
• Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models
• The optimal choice of moments in dynamic panel data models
• Improved likelihood inference in beta regression
• Heteroskedasticity-consistent interval estimators
• EViews
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