Beta autoregressive moving average models
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Springer in its journal TEST.
Volume (Year): 18 (2009)
Issue (Month): 3 (November)
Contact details of provider:
Web page: http://www.springerlink.com/link.asp?id=120411
Find related papers by JEL classification:
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Andréa Rocha & Alexandre Simas, 2011. "Influence diagnostics in a general class of beta regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 20(1), pages 95-119, May.
- Božidar Popović & Saralees Nadarajah & Miroslav Ristić, 2013. "A new non-linear AR(1) time series model having approximate beta marginals," Metrika, Springer, vol. 76(1), pages 71-92, January.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn) or (Christopher F Baum).
If references are entirely missing, you can add them using this form.