Publicación:
MODELING HIGH-FREQUENCY ZEROS IN TIME SERIES WITH GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH EXPLANATORY VARIABLES: AN APPLICATION TO PRECIPITATION

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dc.creatorPEDRO EDUARDO VIDAL GUTIÉRREZ
dc.creatorPEDRO EDUARDO VIDAL GUTIÉRREZ
dc.creatorSERGIO EDUARDO CONTRERAS ESPINOZA
dc.creatorFRANCISCO EDUARDO NOVOA MUÑOZ
dc.date2024
dc.date.accessioned2025-01-10T15:48:03Z
dc.date.available2025-01-10T15:48:03Z
dc.date.issued2024
dc.description.abstractAN EXTENSION OF THE GENERALIZED AUTOREGRESSIVE SCORE (GAS) MODEL IS PRESENTED FOR TIME SERIES WITH EXCESS NULL OBSERVATIONS TO INCLUDE EXPLANATORY VARIABLES. AN EXTENSION OF THE GAS MODEL PROPOSED BY HARVEY AND ITO IS SUGGESTED, AND IT IS APPLIED TO PRECIPITATION DATA FROM A CITY IN CHILE. IT IS CONCLUDED THAT THE MODEL PROVIDES ADEQUATE PREDICTION, AND FURTHERMORE, AN ANALYSIS OF THE RELATIONSHIP BETWEEN THE PRECIPITATION VARIABLE AND THE EXPLANATORY VARIABLES IS SHOWN. THIS RELATIONSHIP IS COMPARED WITH THE METEOROLOGY LITERATURE, DEMONSTRATING CONCURRENCE.
dc.formatapplication/pdf
dc.identifier.doi10.3390/axioms13010015
dc.identifier.issn2075-1680
dc.identifier.urihttps://repositorio.ubiobio.cl/handle/123456789/13710
dc.languagespa
dc.publisherAXIOMS
dc.relation.uri10.3390/axioms13010015
dc.rightsPUBLICADA
dc.subjectzero-augmented
dc.subjectgeneralized beta dynamic conditional score model distribution of the second kin
dc.subjectgeneralized autoregressive score
dc.titleMODELING HIGH-FREQUENCY ZEROS IN TIME SERIES WITH GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH EXPLANATORY VARIABLES: AN APPLICATION TO PRECIPITATION
dc.typeARTÍCULO
dspace.entity.typePublication
ubb.EstadoPUBLICADA
ubb.Otra ReparticionDEPARTAMENTO DE ESTADISTICA
ubb.Otra ReparticionDEPARTAMENTO DE ENFERMERIA
ubb.SedeCONCEPCIÓN
ubb.SedeCONCEPCIÓN
ubb.SedeCHILLÁN
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