BTSR (Q80223): Difference between revisions
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Latest revision as of 19:56, 12 March 2024
Bounded Time Series Regression
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BTSR |
Bounded Time Series Regression |
Statements
23 September 2023
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Simulate, estimate and forecast a wide range of regression based dynamic models for bounded time series, covering the most commonly applied models in the literature. The main calculations are done in 'FORTRAN', which translates into very fast algorithms. The main references are Bayer et al. (2017) <doi:10.1016/j.jhydrol.2017.10.006>, Pumi et al. (2019) <doi:10.1016/j.jspi.2018.10.001>, Pumi et al. (2021) <doi:10.1111/sjos.12439> and Pumi et al. (2022) <arXiv:2211.02097>.
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