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Now showing items 11-14 of 14
Abordagem estatística em modelos para séries temporais de contagem
(Universidade Federal de São Carlos, 2013-05-06)
In this work, it was estudied the models INGARCH , GLARMA and GARMA to model count time series data with Poisson and Negative Binomial discrete conditional distributions. The main goal was analyze in classic and bayesian ...
Modelos de sobrevivência com base nas distribuições geométrica e exponencial
(Universidade Federal de São Carlos, 2013-02-01)
In this dissertation we propose four models to model lifetime data. The fist family of distribution is called Exponentiated Complementary Exponential Geometric distribution (ECEG) and it is obtained by exponentiation of ...
Modelo de regressão de valor extremo para dados agrupados
(Universidade Federal de São Carlos, 2013-03-11)
One of the distributions used to model extremal events is the type I extremevalue distribution (Gumbel distribution). The usual extreme-value regression model requires independent observations. In this work, using generalized ...
Verificação da performance de modelos APARCH assimétricos aplicados a dados financeiros
(Universidade Federal de São Carlos, 2013-04-01)
The volatility of financial assets changes over time, indicating the specification of regime change in volatility models. Furthermore, the presence of asymmetry in the returns of the financial market has been recognized ...