Zobrazeno 1 - 10
of 43
pro vyhledávání: '"Wagner Barreto‐Souza"'
Publikováno v:
Anais da Academia Brasileira de Ciências, Vol 85, Iss 1, Pp 3-21 (2013)
Abstract Marshall and Olkin (1997) introduced an interesting method of adding a parameter to a well-established distribution. However, they did not investigate general mathematical properties of their family of distributions. We provide for this fami
Externí odkaz:
https://doaj.org/article/61a30ee042fc430889625b601a80829b
Publikováno v:
Anais da Academia Brasileira de Ciências, Vol 85, Iss 1, Pp 3-21 (2013)
Abstract Marshall and Olkin (1997) introduced an interesting method of adding a parameter to a well-established distribution. However, they did not investigate general mathematical properties of their family of distributions. We provide for this fami
Externí odkaz:
https://doaj.org/article/174ce15642cc44a18c089a0f75a342e0
Publikováno v:
Journal of Computational and Graphical Statistics. 32:483-500
In this article, a multivariate count distribution with Conway-Maxwell (COM)-Poisson marginals is proposed. To do this, we develop a modification of the Sarmanov method for constructing multivariate distributions. Our multivariate COM-Poisson (MultCO
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::746bb4ff1908b24b6da7893a97ce3cfc
https://doi.org/10.1080/10618600.2022.2116443
https://doi.org/10.1080/10618600.2022.2116443
Publikováno v:
Journal of Time Series Analysis. 44:206-222
We propose a novel flexible bivariate conditional Poisson (BCP) INteger-valued Generalized AutoRegressive Conditional Heteroscedastic (INGARCH) model for correlated count time series data. Our proposed BCP-INGARCH model is mathematically tractable an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::74ebce84a179ef2da8fb4c380c4afb9e
https://doi.org/10.1111/jtsa.12663
https://doi.org/10.1111/jtsa.12663
Publikováno v:
Journal of Time Series Analysis. 44:125-147
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e82479d540dcbbe8bb01721a3b08c88c
https://doi.org/10.1111/jtsa.12652
https://doi.org/10.1111/jtsa.12652
Publikováno v:
TEST.
We propose a novel class of first-order integer-valued AutoRegressive (INAR(1)) models based on a new operator, the so-called geometric thinning operator, which induces a certain non-linearity to the models. We show that this non-linearity can produc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a1751e15cec844426ed72e402764da18
https://doi.org/10.1007/s11749-023-00849-y
https://doi.org/10.1007/s11749-023-00849-y
Publikováno v:
Australian & New Zealand Journal of Statistics. 63:685-706
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e8671a70788a920141ec65a3860a071f
https://doi.org/10.1111/anzs.12354
https://doi.org/10.1111/anzs.12354
Publikováno v:
International Journal of Forecasting. 37:1463-1479
We introduce a class of semiparametric time series models (SemiParTS) driven by a latent factor process. The proposed SemiParTS class is flexible because, given the latent process, only the conditional mean and variance of the time series are specifi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::05b9b3cc1894ecc61c7e1aaf80efb288
https://doi.org/10.1016/j.ijforecast.2020.12.007
https://doi.org/10.1016/j.ijforecast.2020.12.007
Publikováno v:
Stochastic Models. 38:70-90
We would also like to acknowledge support from the KAUST Research Fund (Grant No.: NIH 1R01EB028753-01). Part of this study was performed by Matheus B. Guerrero (Master’s Thesis) at the Department of Statistics of the Universidade Federal de Minas
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f2117c72c2b29f84b684b3f07ad59624
https://doi.org/10.1080/15326349.2021.1977141
https://doi.org/10.1080/15326349.2021.1977141
Autor:
Wagner Barreto-Souza, Hernando Ombao
Publikováno v:
Scandinavian Journal of Statistics. 49:568-592
We would like to thank the Associate Editor and three anonymous Referees for their careful reading and suggestions which leads to a substantial improvement of this paper. W. Barreto-Souza and H. Ombao would like to acknowledge support by KAUST Resear
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9a4fdcfdc1dc6a2d192ff1dc2339544a
https://doi.org/10.1111/sjos.12528
https://doi.org/10.1111/sjos.12528