308 citations · 330 across the 10 of their papers we have counts for
14 papers
Poisson-Birnbaum-Saunders Regression Model for Clustered Count Data
Jussiane Nader Gonçalves, Wagner Barreto-Souza, Hernando Ombao
The premise of independence among subjects in the same cluster/group often fails in practice, and models that rely on such untenable assumption can produce misleading results. To o…
Nearly Unstable Integer-Valued ARCH Process and Unit Root Testing
Wagner Barreto-Souza, Ngai Hang Chan
This paper introduces a Nearly Unstable INteger-valued AutoRegressive Conditional Heteroskedasticity (NU-INARCH) process for dealing with count time series data. It is proved that…
Multivariate Conway-Maxwell-Poisson Distribution: Sarmanov Method and Doubly-Intractable Bayesian Inference
Luiza S. C. Piancastelli, Nial Friel, Wagner Barreto-Souza +1
In this paper, a multivariate count distribution with Conway-Maxwell (COM)-Poisson marginals is proposed. To do this, we develop a modification of the Sarmanov method for construct…
Student-t Stochastic Volatility Model With Composite Likelihood EM-Algorithm
Raanju R. Sundararajan, Wagner Barreto-Souza
A new robust stochastic volatility (SV) model having Student-t marginals is proposed. Our process is defined through a linear normal regression model driven by a latent gamma proce…
Fractional Poisson random sum and its associated normal variance mixture
Gabriela Oliveira, Wagner Barreto-Souza, Roger W. C. Silva
In this work, we study the partial sums of independent and identically distributed random variables with the number of terms following a fractional Poisson (FP) distribution. The F…
A Generalized Heckman Model With Varying Sample Selection Bias and Dispersion Parameters
Fernando de S. Bastos, Wagner Barreto-Souza, Marc G. Genton
Many proposals have emerged as alternatives to the Heckman selection model, mainly to address the non-robustness of its normal assumption. The 2001 Medical Expenditure Panel Survey…