Time series with Birnbaum‐Saunders marginal distributions

[1]  Robert G. Aykroyd,et al.  Birnbaum–Saunders autoregressive conditional duration models applied to high-frequency financial data , 2019 .

[2]  Miguel Angel Uribe-Opazo,et al.  Birnbaum–Saunders spatial modelling and diagnostics applied to agricultural engineering data , 2016, Stochastic Environmental Research and Risk Assessment.

[3]  Helton Saulo,et al.  A family of autoregressive conditional duration models applied to financial data , 2014, Comput. Stat. Data Anal..

[4]  N. Balakrishna,et al.  Extreme Value Autoregressive Model and its Applications , 2014 .

[5]  Manuel Galea,et al.  Diagnostics in Birnbaum-Saunders accelerated life models with an application to fatigue data , 2014 .

[6]  Debasis Kundu,et al.  Generalized multivariate Birnbaum-Saunders distributions and related inferential issues , 2013, J. Multivar. Anal..

[7]  Gilberto A. Paula,et al.  Robust statistical modeling using the Birnbaum-Saunders- t distribution applied to insurance , 2012 .

[8]  Božidar V. Popović,et al.  On mixed AR(1) time series model with approximated beta marginal , 2010 .

[9]  Chad R. Bhatti,et al.  The Birnbaum-Saunders autoregressive conditional duration model , 2010, Math. Comput. Simul..

[10]  Božidar V. Popović AR(1) time series with approximated Beta marginal , 2010 .

[11]  Debasis Kundu,et al.  Bivariate Birnbaum-Saunders distribution and associated inference , 2010, J. Multivar. Anal..

[12]  Andréa V. Rocha,et al.  Beta autoregressive moving average models , 2009 .

[13]  K. K. Jose,et al.  Autoregressive processes with normal-Laplace marginals , 2008 .

[14]  Chanseok Park,et al.  A bootstrap control chart for Birnbaum–Saunders percentiles , 2008, Qual. Reliab. Eng. Int..

[15]  Ruey S. Tsay,et al.  Analysis of Financial Time Series: Tsay/Analysis of Financial Time Series , 2005 .

[16]  N. L. Johnson,et al.  Continuous Multivariate Distributions: Models and Applications , 2005 .

[17]  Debasis Kundu,et al.  Modified moment estimation for the two-parameter Birnbaum-Saunders distribution , 2003, Comput. Stat. Data Anal..

[18]  Xiaodong Jin,et al.  Birnbaum-Saunders and Lognormal Kernel Estimators for Modelling Durations in High Frequency Financial Data , 2003 .

[19]  Bovas Abraham,et al.  Inverse Gaussian Autoregressive Models , 1999 .

[20]  Dale N. Anderson,et al.  Linnik distributions and processes , 1993, Journal of Applied Probability.

[21]  S. R. Adke,et al.  Markovian chi-square and gamma processes , 1992 .

[22]  A. J. Lawrance,et al.  Directionality and Reversibility in Time Series , 1991 .

[23]  C. Sim First-order autoregressive models for gamma and exponential processes , 1990, Journal of Applied Probability.

[24]  A. H. Murphy,et al.  Time Series Models to Simulate and Forecast Wind Speed and Wind Power , 1984 .

[25]  D. Gaver,et al.  First-order autoregressive gamma sequences and point processes , 1980, Advances in Applied Probability.

[26]  Clive W. J. Granger,et al.  Experience with using the Box-Cox transformation when forecasting economic time series , 1979 .

[27]  N. T. Kottegoda,et al.  Stochastic Modelling of Riverflow Time Series , 1977 .

[28]  Sam C. Saunders,et al.  Estimation for a family of life distributions with applications to fatigue , 1969, Journal of Applied Probability.

[29]  Z. Birnbaum,et al.  A new family of life distributions , 1969, Journal of Applied Probability.