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08/29/2023
Parametric quantile autoregressive conditional duration models with application to intraday value-at-risk
The modeling of high-frequency data that qualify financial asset transac...
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06/23/2023
Bivariate autoregressive conditional models: A new method for jointly modeling duration and number of transactions of irregularly spaced financial data
In this paper, a new approach to bivariate modeling of autoregressive co...
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04/24/2023
A Semi-parametric Promotion Time Cure Model with Support Vector Machine
The promotion time cure rate model (PCM) is an extensively studied model...
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05/31/2022
Parametric quantile autoregressive moving average models with exogenous terms applied to Walmart sales data
Parametric autoregressive moving average models with exogenous terms (AR...
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09/02/2021
A Support Vector Machine Based Cure Rate Model For Interval Censored Data
The mixture cure rate model is the most commonly used cure rate model in...
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07/20/2021
A Stochastic Version of the EM Algorithm for Mixture Cure Rate Model with Exponentiated Weibull Family of Lifetimes
Handling missing values plays an important role in the analysis of survi...
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08/02/2020
A Stochastic EM Algorithm for Cure Rate Model with Negative Binomial Competing Risks and Non-homogeneous Lifetime
In this paper, we consider a long-term survival model under a competing ...
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05/25/2019
A Projected Non-Linear Conjugate Gradient Algorithm for Destructive Negative Binomial Cure Rate Model
In this paper, we propose a new estimation methodology based on a projec...
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05/15/2019