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Transformed GARMA model with the inverse Gaussian distribution
Authors:
- Breno Silveira de Andrade,
- Jacek Leśkow,
- Marinho G. Andrade
Abstract
We propose an extension of our previous work [10]regarding GARMA models. The task of this paper is to study transformations leading to GARMA models. We present a simulation study and real data analysis using the Transformed GARMA (TGARMA) models with the inverse Gaussian distribution. We assume the same properties as in [10] however we apply to the inverse Gaussian distribution. We show an application to a real data related to number of hypertension cases in Sao Paulo.
- Record ID
- CUT3b2e591f0fb949a48ac61e5ae95f828c
- Publication categories
- ; ;
- Author
- Pages
- 69-81
- Other elements of collation
- tab.; wykr.; Bibliografia (na s.) - 80-81; Bibliografia (liczba pozycji) - 20; Oznaczenie streszczenia - Abstr.
- Book
- Chaari Fakher, Fakher Chaari Leskow Jacek, Jacek Leskow Napolitano Antonio Antonio Napolitano [et al.] (eds.): Cyclostationarity: Theory and Methods III : contributions to the 9th Workshop on Cyclostationary Systems and Their Applications, Grodek, Poland, 2016, Applied condition monitoring, no. 6, 2017, Cham, Switzerland, Springer, Springer International Publishing AG, VIII, 257 p., ISBN 978-3-319-51444-4. DOI:10.1007/978-3-319-51445-1 Opening in a new tab
- Keywords in English
- Generalized ARMA model, Box Cox transformation, inverse Gaussian distribution
- DOI
- DOI:10.1007/978-3-319-51445-1_5 Opening in a new tab
- URL
- http://www.springer.com/gp/book/9783319514444 Opening in a new tab
- Language
- eng (en) English
- Score (nominal)
- 20
- Additional fields
- Indeksowana w: Scopus
- Uniform Resource Identifier
- https://cris.pk.edu.pl/info/article/CUT3b2e591f0fb949a48ac61e5ae95f828c/
- URN
urn:pkr-prod:CUT3b2e591f0fb949a48ac61e5ae95f828c
* presented citation count is obtained through Internet information analysis, and it is close to the number calculated by the Publish or PerishOpening in a new tab system.