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Filtros : "Journal of Statistical Computation and Simulation" "2019" Removido: "Reino Unido" Limpar

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  • Artigo de periodico

    Likelihood-based tests in zero-inflated power series models (2019)

    Zavaleta, Katherine Elizabeth Coaguila; Cancho, Vicente Garibay ; Lemonte, Artur José

    Source: Journal of Statistical Computation and Simulation. Unidade: ICMC

    Subjects: INFERÊNCIA PARAMÉTRICA, INFERÊNCIA BAYESIANA, MÉTODO DE MONTE CARLO, VEROSSIMILHANÇA, TESTES DE HIPÓTESES

    Acesso à fonteDOIHow to cite
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    • ABNT

      ZAVALETA, Katherine Elizabeth Coaguila e CANCHO, Vicente Garibay e LEMONTE, Artur José. Likelihood-based tests in zero-inflated power series models. Journal of Statistical Computation and Simulation, v. 89, n. 3, p. 443-460, 2019Tradução . . Disponível em: https://doi.org/10.1080/00949655.2018.1554660. Acesso em: 05 dez. 2025.

    • APA

      Zavaleta, K. E. C., Cancho, V. G., & Lemonte, A. J. (2019). Likelihood-based tests in zero-inflated power series models. Journal of Statistical Computation and Simulation, 89( 3), 443-460. doi:10.1080/00949655.2018.1554660

    • NLM

      Zavaleta KEC, Cancho VG, Lemonte AJ. Likelihood-based tests in zero-inflated power series models [Internet]. Journal of Statistical Computation and Simulation. 2019 ; 89( 3): 443-460.[citado 2025 dez. 05 ] Available from: https://doi.org/10.1080/00949655.2018.1554660

    • Vancouver

      Zavaleta KEC, Cancho VG, Lemonte AJ. Likelihood-based tests in zero-inflated power series models [Internet]. Journal of Statistical Computation and Simulation. 2019 ; 89( 3): 443-460.[citado 2025 dez. 05 ] Available from: https://doi.org/10.1080/00949655.2018.1554660

  • Artigo de periodico

    Generalized autoregressive and moving average models: multicollinearity, interpretation and a new modified model (2019)

    Esparza Albarracin, Orlando Yesid ; Alencar, Airlane Pereira ; Ho, Linda Lee

    Source: Journal of Statistical Computation and Simulation. Unidades: IME, EP

    Subjects: ANALISE DE SÉRIES TEMPORAIS, ANALISE DE REGRESSÃO E DE CORRELAÇÃO

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    • ABNT

      ESPARZA ALBARRACIN, Orlando Yesid e ALENCAR, Airlane Pereira e HO, Linda Lee. Generalized autoregressive and moving average models: multicollinearity, interpretation and a new modified model. Journal of Statistical Computation and Simulation, v. 89, n. 10, p. 1819-1840, 2019Tradução . . Disponível em: https://doi.org/10.1080/00949655.2019.1599892. Acesso em: 05 dez. 2025.

    • APA

      Esparza Albarracin, O. Y., Alencar, A. P., & Ho, L. L. (2019). Generalized autoregressive and moving average models: multicollinearity, interpretation and a new modified model. Journal of Statistical Computation and Simulation, 89( 10), 1819-1840. doi:10.1080/00949655.2019.1599892

    • NLM

      Esparza Albarracin OY, Alencar AP, Ho LL. Generalized autoregressive and moving average models: multicollinearity, interpretation and a new modified model [Internet]. Journal of Statistical Computation and Simulation. 2019 ; 89( 10): 1819-1840.[citado 2025 dez. 05 ] Available from: https://doi.org/10.1080/00949655.2019.1599892

    • Vancouver

      Esparza Albarracin OY, Alencar AP, Ho LL. Generalized autoregressive and moving average models: multicollinearity, interpretation and a new modified model [Internet]. Journal of Statistical Computation and Simulation. 2019 ; 89( 10): 1819-1840.[citado 2025 dez. 05 ] Available from: https://doi.org/10.1080/00949655.2019.1599892

  • Artigo de periodico

    Hypothesis testing for the dispersion parameter of the hyper-Poisson regression model (2019)

    Santos, Daiane de Souza ; Cancho, Vicente Garibay ; Rodrigues, Josemar

    Source: Journal of Statistical Computation and Simulation. Unidade: ICMC

    Subjects: DADOS DE CONTAGEM, TESTES DE HIPÓTESES, DISTRIBUIÇÃO DE POISSON, VEROSSIMILHANÇA, MÉTODO DE MONTE CARLO

    Acesso à fonteDOIHow to cite
    A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas

    • ABNT

      SANTOS, Daiane de Souza e CANCHO, Vicente Garibay e RODRIGUES, Josemar. Hypothesis testing for the dispersion parameter of the hyper-Poisson regression model. Journal of Statistical Computation and Simulation, v. 89, n. 5, p. 763-775, 2019Tradução . . Disponível em: https://doi.org/10.1080/00949655.2019.1572144. Acesso em: 05 dez. 2025.

    • APA

      Santos, D. de S., Cancho, V. G., & Rodrigues, J. (2019). Hypothesis testing for the dispersion parameter of the hyper-Poisson regression model. Journal of Statistical Computation and Simulation, 89( 5), 763-775. doi:10.1080/00949655.2019.1572144

    • NLM

      Santos D de S, Cancho VG, Rodrigues J. Hypothesis testing for the dispersion parameter of the hyper-Poisson regression model [Internet]. Journal of Statistical Computation and Simulation. 2019 ; 89( 5): 763-775.[citado 2025 dez. 05 ] Available from: https://doi.org/10.1080/00949655.2019.1572144

    • Vancouver

      Santos D de S, Cancho VG, Rodrigues J. Hypothesis testing for the dispersion parameter of the hyper-Poisson regression model [Internet]. Journal of Statistical Computation and Simulation. 2019 ; 89( 5): 763-775.[citado 2025 dez. 05 ] Available from: https://doi.org/10.1080/00949655.2019.1572144
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