Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Danúbia R. Cunha"'
Publikováno v:
J Appl Stat
The classic censored regression model (tobit model) has been widely used in the economic literature. This model assumes normality for the error distribution and is not recommended for cases where positive skewness is present. Moreover, in regression
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::be17d9b8ed93a8f311bb967266af7c37
https://pubmed.ncbi.nlm.nih.gov/36353305
https://pubmed.ncbi.nlm.nih.gov/36353305
Publikováno v:
Journal of Risk and Financial Management, Vol 13, Iss 3, p 45 (2020)
Journal of Risk and Financial Management
Volume 13
Issue 3
Repositório Institucional da UnB
Universidade de Brasília (UnB)
instacron:UNB
Journal of Risk and Financial Management
Volume 13
Issue 3
Repositório Institucional da UnB
Universidade de Brasília (UnB)
instacron:UNB
In this paper, we propose a general family of Birnbaum–Saunders autoregressive conditional duration (BS-ACD) models based on generalized Birnbaum–Saunders (GBS) distributions, denoted by GBS-ACD. We further generalize these GBS-ACD models by usin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cd6f44aab1ed6f989879ee6c0678c9d9
https://www.mdpi.com/1911-8074/13/3/45
https://www.mdpi.com/1911-8074/13/3/45