Cover Image

Unit-Weibull Autoregressive Moving Average Models

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Pumi, Guilherme, Prass, Taiane Schaedler, Taufemback, Cleiton Guollo
Format:	Preprint
Published:	2022
Subjects:	Statistics Theory Methodology 62M10, 62F12, 62E20, 62G20, 60G15
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

A Novel Multiple Imputation Approach For Parameter Estimation in Observation-Driven Time Series Models With Missing Data
by: Pumi, Guilherme, et al.
Published: (2026)

A Matsuoka-Based GARMA Model for Hydrological Forecasting: Theory, Estimation, and Applications
by: Pumi, Guilherme, et al.
Published: (2025)

Estimation of Long-Range Dependent Models with Missing Data: to Impute or not to Impute?
by: Pumi, Guilherme, et al.
Published: (2023)

Order selection in GARMA models for count time series: a Bayesian perspective
by: Lastra, Katerine Zuniga, et al.
Published: (2024)

Handling Missing Data in Probabilistic Regression Trees: Methods and Implementation in R
by: Prass, Taiane Schaedler, et al.
Published: (2025)

Asymptotic properties of the multivariate Szász-Mirakyan estimator for cumulative distribution functions on the nonnegative orthant
by: Lyu, Guanjie, et al.
Published: (2026)

On goodness-of-fit testing for volatility in McKean-Vlasov models
by: Heidari, Akram, et al.
Published: (2025)

Local asymptotic normality for discretely observed McKean-Vlasov diffusions
by: Heidari, Akram, et al.
Published: (2025)

Wishart kernel density estimation for strongly mixing time series on the cone of positive definite matrices
by: Belzile, Léo R., et al.
Published: (2025)

Dirichlet kernel density estimation for strongly mixing sequences on the simplex
by: Daayeb, Hanen, et al.
Published: (2025)

Insights into Tail-Based and Order Statistics
by: Almani, Hamidreza Maleki
Published: (2025)

Statistical Inference for Quasi-Infinitely Divisible Distributions via Fourier Methods
by: Panov, Vladimir, et al.
Published: (2025)

Likelihood asymptotics of stationary Gaussian arrays
by: Chong, Carsten H., et al.
Published: (2025)

Accurate Bayesian inference for tail risk extrapolation in time series
by: Carl, David L., et al.
Published: (2025)

Direct Estimation of Schrödinger Bridge Time-Series Drifts: Finite-Sample, Asymptotic, and Adaptive Guarantees
by: Mazhar, Othmane, et al.
Published: (2026)

Asymptotic theory for Bayesian inference and prediction: from the ordinary to a conditional Peaks-Over-Threshold method
by: Dombry, Clément, et al.
Published: (2023)

Semiparametric Uncertainty Quantification via Isotonized Posterior for Deconvolutions
by: Gili, Francesco, et al.
Published: (2026)

Adaptive Thresholds for Monitoring and Screening in Imbalanced Samples: Optimality and Boosting Sensitivity
by: Steland, Ansgar
Published: (2025)

Correcting Mode Proportion Bias in Generalized Bayesian Inference via a Weighted Kernel Stein Discrepancy
by: Afzali, Elham, et al.
Published: (2025)

Likelihood Ratio Tests by Kernel Gaussian Embedding
by: Santoro, Leonardo V., et al.
Published: (2025)

Omnibus goodness-of-fit tests for univariate continuous distributions based on trigonometric moments
by: Desgagné, Alain, et al.
Published: (2025)

Decompounding Under General Mixing Distributions
by: Belomestny, Denis, et al.
Published: (2024)

Dirichlet kernel density estimation on the simplex with missing data
by: Daayeb, Hanen, et al.
Published: (2026)

Asymptotic behavior of the variance of the BLUE for the mean of stationary processes
by: Ginovyan, Mamikon S.
Published: (2026)

Tests for the mean of high-dimensional data
by: Ferger, Dietmar
Published: (2026)

Evolving privacy: drift parameter estimation for discretely observed i.i.d. diffusion processes under LDP
by: Amorino, Chiara, et al.
Published: (2024)

When Do Generalized Permutation Tests Achieve Optimal Power? A Dispersion Characterization
by: Kim, Yongmin, et al.
Published: (2026)

Independence Testing for Mixed Data
by: Jelić, Dana Bucalo, et al.
Published: (2025)

Normal approximations for the multivariate inverse Gaussian distribution and asymmetric kernel smoothing on $d$-dimensional half-spaces
by: Belzile, Léo R., et al.
Published: (2022)

A test for counting sequences of integer-valued autoregressive models
by: Goto, Yuichi, et al.
Published: (2023)

Bootstrapping not under the null?
by: Derumigny, Alexis, et al.
Published: (2025)

"Sound and Fury": Nonlinear Functionals of Volatility Matrix in the Presence of Jump and Noise
by: Chen, Richard Y.
Published: (2024)

Adaptive Bayes estimator for stochastic differential equations with jumps under small noise asymptotics
by: Suzuki, Shuntaro, et al.
Published: (2024)

Sparse Anomaly Detection Across Referentials: A Rank-Based Higher Criticism Approach
by: Stoepker, Ivo V., et al.
Published: (2023)

Conditional validity and a fast approximation formula of full conformal prediction sets
by: Amann, Nicolai
Published: (2025)

Bernstein-von Mises Theorem for Sparse Generalized Linear Model
by: Li, Hanqing, et al.
Published: (2026)

Predictive Inference via Kernel Density Estimates
by: Hilbert, Torey
Published: (2026)

The limit joint distributions of some statistics used in testing the quality of random number generators
by: Savelov, M. P.
Published: (2025)

Measuring and testing tail equivalence
by: Koike, Takaaki, et al.
Published: (2024)

Test for symmetry and confidence interval of the parameter μ of skew-symmetric-Laplace-uniform distribution
by: Lohot, Raju. K., et al.
Published: (2024)