Beta autoregressive moving average models
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- repec:spr:testjl:v:26:y:2017:i:2:d:10.1007_s11749-017-0528-4 is not listed on IDEAS
- repec:spr:stpapr:v:59:y:2018:i:1:d:10.1007_s00362-016-0753-z is not listed on IDEAS
- Edilberto Cepeda-Cuervo & Daniel Jaimes & Margarita Marín & Javier Rojas, 2016. "Bayesian beta regression with Bayesianbetareg R-package," Computational Statistics, Springer, vol. 31(1), pages 165-187, March.
- Zheng, Tingguo & Xiao, Han & Chen, Rong, 2015. "Generalized ARMA models with martingale difference errors," Journal of Econometrics, Elsevier, vol. 189(2), pages 492-506.
- 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;Sociedad de Estadística e Investigación Operativa, vol. 20(1), pages 95-119, May.
- repec:eee:jmvana:v:158:y:2017:i:c:p:31-46 is not listed on IDEAS
- Božidar Popović & Saralees Nadarajah & Miroslav Ristić, 2013. "A new non-linear AR(1) time series model having approximate beta marginals," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(1), pages 71-92, January.
- Guillermo Ferreira & Jorge Figueroa-Zúñiga & Mário Castro, 2015. "Partially linear beta regression model with autoregressive errors," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(4), pages 752-775, December.
- repec:spr:compst:v:33:y:2018:i:1:d:10.1007_s00180-017-0747-x is not listed on IDEAS
- Billio Monica & Casarin Roberto, 2011. "Beta Autoregressive Transition Markov-Switching Models for Business Cycle Analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(4), pages 1-32, September.
- Cepeda-Cuervo Edilberto & Garrido Liliana, 2015. "Bayesian beta regression models with joint mean and dispersion modeling," Monte Carlo Methods and Applications, De Gruyter, vol. 21(1), pages 49-58, March.
- Denis Surzhko, 2017. "Bayesian Approach to PD Calibration and Stress-testing in Low Default Portfolios," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 7(2), pages 1-6.
More about this item
KeywordsARMA; Beta distribution; Beta ARMA; Forecasts; 62M10; 91B84;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:testjl:v:18:y:2009:i:3:p:529-545. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla) or (Rebekah McClure). General contact details of provider: http://www.springer.com .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.