[en] A BIVARIATE GARMA MODEL WITH CONDITIONAL POISSON DISTRIBUTION

[en] A BIVARIATE GARMA MODEL WITH CONDITIONAL POISSON DISTRIBUTION

[pt] Os modelos lineares generalizados auto regressivos com médias móveis (do inglês GARMA), possibilitam a modelagem de séries temporais de dados de contagem com estrutura de correlação similares aos dos modelos ARMA. Neste trabalho é desenvolvida uma extensão multivariada do modelo GARMA, consider...

Full description

Bibliographic Details
Main Author:	PRISCILLA FERREIRA DA SILVA
Other Authors:	HELIO CORTES VIEIRA LOPES
Language:	pt
Published:	MAXWELL 2014
Subjects:	[pt] DADOS DE CONTAGEM [en] COUNT DATA [pt] MODELOS LINEARES GENERALIZADOS [en] GENERALIZED LINEAR MODELS [pt] GARMA [en] GARMA [pt] POISSON BIVARIADO [en] BIVARIATE POISSON
Online Access:	https://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=22899@1 https://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=22899@2 http://doi.org/10.17771/PUCRio.acad.22899

Similar Items

[en] A STATISTICAL INVESTIGATION ON TIME SERIES MODELS FOR COUNT DATA: GARMA MODEL AND THE STATE SPACE POISSON GAMMA MODEL
by: MAURO LAWALL EVARISTO CARLOS
Published: (2007)

Modelos paramétricos para séries temporais de contagem
by: Igor André Milhorança
Published: (2014)

Modelos paramétricos para séries temporais de contagem
by: Milhorança, Igor André
Published: (2014)

[en] STATE SPACE MODEL FOR TIME SERIES WITH BIVARIATE POISSON DISTRIBUTION: AN APPLICATION OF DURBIN-KOOPMAN METODOLOGY
by: SERGIO EDUARDO CONTRERAS ESPINOZA
Published: (2004)

[en] A DEFORMATION OF POISSON STRUCTURE IN TORIC VARIETY AND COHOMOLOGICAL CONSIDERATIONS
Published: (2021)

[en] FIBRATIONS AND POISSON STRUCTURES WITH A FINITE NUMBER OF LEAVES
by: LILIAN CORDEIRO BRAMBILA
Published: (2019)

[en] INITIAL STOCK PREVISION OF ELETRONIC REPAIRABLE SPARES ITEMS - A CASE STUDY WITH APPLICATION OF THE METRIC MODEL
by: JOSE JUNIOR ANASTACIO CARDOSO
Published: (2009)

[en] ANALYSIS OF MEDIA E DISPERSION IN UNREPLICATED FACTORIAL EXPERIMENTS FOR THE OPTIMIZATION OF INDUSTRIAL PROCESSES
by: ANTONIO FERNANDO DE CASTRO VIEIRA
Published: (2004)

[en] PERSISTENCY ANALYSIS OF PARTICIPANTS OF PENSION PLANS
by: ROBERTA DE SOUZA CHUN
Published: (2007)

[en] STOCK FORECASTING FOR ELETRONICS SPARE PARTS
by: GUILHERME DE SOUSA NEVES
Published: (2008)

Abordagem clássica e bayesiana para os modelos de séries temporais da família GARMA com aplicações para dados de contagem
by: Philippsen, Adriana Strieder
Published: (2011)

Abordagem clássica e bayesiana para os modelos de séries temporais da família GARMA com aplicações para dados de contagem
by: Adriana Strieder Philippsen
Published: (2011)

[en] POISSON REGRESSION MULTILEVEL MODEL: AN APLICATION TO SAEBS REPETENCE DATE
by: ELIANE DA SILVA CHRISTO
Published: (2001)

[en] MODELING THE IMPROVEMENT OF MORTALITY RATES ON LIFE TABLES CONSTRUCTION
by: RAQUEL RODRIGUES SANTOS
Published: (2008)

[en] MIXTURE EXPERIMENTS: AN APPLICATION WITH NONNORMAL RESPONSES
by: LUIZ HENRIQUE ABREU DAL BELLO
Published: (2006)

[en] BAYESIAN MODEL TO ESTIMATE ADVERTISING RECALL IN MARKETING
by: ANA CRISTINA BERNARDO DE OLIVEIRA
Published: (2005)

[en] SOCCER CHAMPIONSHIP PROBABILITS ESTIMATION
by: EDUARDO LIMA CAMPOS
Published: (2001)

[en] MODELLING A STOCHASTIC PROCESS FOR THE BRAZILIAN SHORT-TERM INTEREST RATE
by: JOSE CARLOS NOGUEIRA CAVALCANTE FILHO
Published: (2010)

[en] USING LINEAR MIXED MODELS ON DATA FROM EXPERIMENTS WITH RESTRICTION IN RANDOMIZATION
by: MARCELA COHEN MARTELOTTE
Published: (2010)

[en] POISSON EQUATION AND THE HELMHOLTZ-HODGE DECOMPOSITION WITH SPH OPERATORS
by: FABIANO PETRONETTO DO CARMO
Published: (2008)

[pt] MODELAGEM EM EXPERIMENTOS FATORIAIS REPLICADOS PARA MELHORIA DE PROCESSOS INDUSTRIAIS TÊXTEIS
Published: (2015)

[en] APPLYING RISK CLASSIFICATION METHOD IN CAR INSURANCE MARKET
by: WILSON LINS MORGADO
Published: (2005)

[en] ON THE STRUCTURED ROBUST STABILIZATION OF LINEAR SYSTEMS: A REVIEW AND FURTHER RESULTS
by: ALVARO ORLANDO COSTA DE ARAUJO GOES
Published: (2006)

[en] A COMPUTATIONAL TECHNIQUE FOR DEFINITION OF STRUT AND TIE MODELS
by: ELCIO CASSIMIRO ALVES
Published: (2001)

[en] MODELS FOR STRAIN LOCALIZATION WITH THEORIES OF GENERALIZED CONTINUA
by: EDUARDO NOBRE LAGES
Published: (2001)

El colegio invisible de Ángel Garma y el papel de sus colaboradores en el psicoanálisis argentino The invisible college of Ángel Garma and the role of its collaborators in Argentine psychoanalysis
by: Elena Quiñones Vidal, et al.
Published: (2008-06-01)

[en] LOGISTIC MANAGEMENT SYSTEM FOR NATURAL GAS TRANSPORTATION BY PIPELINE
by: SIDNEY PEREIRA DOS SANTOS
Published: (2008)

[en] PRELIMINARY RESEARCH ABOUT THE GENERALIZED COMPENSATOR: FACTS TECHNOLOGY INNOVATION
by: LUIS CARLOS DE ARAUJO SIMOES
Published: (2006)

[pt] A GEOMETRIA DE ESPAÇOS DE POLÍGONOS GENERALIZADOS
Published: (2021)

[en] A STUDY OF DISCRETIZATION METHODS TO CONTROL ENGINEERING
by: MARCIA DA ROCHA RAMOS
Published: (2006)

[en] GENERATING THE COEFICIENTS OF A NETWORK FUNCTION OF A LINEAR CIRCUIT
by: ANTONIO CARNEIRO DE MESQUITA FILHO
Published: (2008)

[en] PROBLEMS IN THERMAL CONDUCTIVITY FOR HARMONIC AND ANHARMONIC CHAINS
by: MICHAEL MORAES CANDIDO
Published: (2017)

[en] MODELING AND NONLINEAR CONTROL EVALUATION FOR MANAGED PRESSURE DRILLING OF OIL WELLS
by: ANDRE ALONSO FERNANDES
Published: (2016)

[en] AGE ESTIMATION FROM FACIALS IMAGES
by: JOSE DAVID BERMUDEZ CASTRO
Published: (2016)

[en] ESSAYS ON SHORT-TERM LOAD FORECASTING
by: LACIR JORGE SOARES
Published: (2004)

[pt] ALGUMAS APLICAÇÕES PRÁTICAS DE SISTEMAS LINEARES E MATRIZES
Published: (2020)

[es] AMPLIFICADOR DE POTENCIA EN RF Y MICROONDAS CON PRODUCTOS DE INTERMODULACIÓN REDUCIDOS POR SEPARACIÓN O RUTEAMIENTO DE LA SEÑAL INTELIGENTE
Published: (2001)

[en] ANTENNA SELECTION IN MIMO-OFDM SYSTEMS
Published: (2020)

[pt] CONTAGEM DE FÓTONS NO INFRAVERMELHO PRÓXIMO E MÉDIO VIA CONVERSÃO DE FREQÜÊNCIAS APLICADA A COMUNICAÇÕES QUÂNTICAS
Published: (2007)

[en] LINEAR FUNCTIONS OPTIMIZATION, A SIMPLE APPROACH TO BE USED IN THE CLASSROOM
by: SERGIO DE ALMEIDA FRIAS
Published: (2018)