3 citations · 7 across the 14 of their papers we have counts for
4 papers · 1 filter
Likelihood-Based Inference for Semi-Parametric Transformation Cure Models with Interval Censored Data
Suvra Pal, Sandip Barui
A simple yet effective way of modeling survival data with cure fraction is by considering Box-Cox transformation cure model (BCTM) that unifies mixture and promotion time cure mode…
Parametric quantile autoregressive conditional duration models with application to intraday value-at-risk
Helton Saulo, Suvra Pal, Rubens Souza +2
The modeling of high-frequency data that qualify financial asset transactions has been an area of relevant interest among statisticians and econometricians -- above all, the analys…
Bivariate autoregressive conditional models: A new method for jointly modeling duration and number of transactions of irregularly spaced financial data
Helton Saulo, Suvra Pal, Roberto Vila
In this paper, a new approach to bivariate modeling of autoregressive conditional duration (ACD) models is proposed. Specifically, we consider the joint modeling of durations and t…
A Semi-parametric Promotion Time Cure Model with Support Vector Machine
Suvra Pal, Wisdom Aselisewine
The promotion time cure rate model (PCM) is an extensively studied model for the analysis of time-to-event data in the presence of a cured subgroup. There are several strategies pr…