Autoregressive conditional proportion: A multiplicative‐error model for (0,1)‐valued time series (Q6135354): Difference between revisions

Latest revision as of 18:45, 30 December 2024

scientific article; zbMATH DE number 7731484

Language	Label	Description	Also known as
English	Autoregressive conditional proportion: A multiplicative‐error model for (0,1)‐valued time series	scientific article; zbMATH DE number 7731484

Statements

instance of

scholarly article

0 references

title

Autoregressive conditional proportion: A multiplicative‐error model for (0,1)‐valued time series (English)

0 references

author

Abdelhakim Aknouche

0 references

Stefanos Dimitrakopoulos

0 references

published in

Journal of Time Series Analysis

0 references

publication date

24 August 2023

0 references

zbMATH Keywords

proportional time series data

0 references

beta-ARMA model

0 references

simplex ARMA

0 references

autoregressive conditional duration

0 references

exponential QMLE

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1111/jtsa.12679

0 references

cites work

COUNT AND DURATION TIME SERIES WITH EQUAL CONDITIONAL STOCHASTIC AND MEAN ORDERS

0 references

Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models

0 references

Stationarity and ergodicity of Markov switching positive conditional mean models

0 references

Negative Binomial Quasi‐Likelihood Inference for General Integer‐Valued Time Series Models

0 references

Periodic autoregressive conditional duration

0 references

Some parametric models on the simplex

0 references

Beta seasonal autoregressive moving average models

0 references

Generalized Autoregressive Moving Average Models

0 references

GARCH processes: structure and estimation

0 references

Q4836494

0 references

Flexible quasi-beta regression models for continuous bounded data

0 references

Kalman Filtering with Random Coefficients and Contractions

0 references

Strict stationarity of generalized autoregressive processes

0 references

Q4862306

0 references

Q5357852

0 references

Theory and inference for a class of nonlinear models with application to time series of counts

0 references

A multiple indicators model for volatility using intra-daily data

0 references

Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data

0 references

Residual and influence analysis to a general class of simplex regression

0 references

Integer-Valued GARCH Process

0 references

Beta Regression for Modelling Rates and Proportions

0 references

QML INFERENCE FOR VOLATILITY MODELS WITH COVARIATES

0 references

Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes

0 references

GARCH Models

0 references

Beta observation-driven models with exogenous regressors: a joint analysis of realized correlation and leverage effects

0 references

ON A FAMILY OF DISTRIBUTIONS WITH ARGUMENT BETWEEN 0 AND 1 OBTAINED BY TRANSFORMATION OF THE GAMMA AND DERIVED COMPOUND DISTRIBUTIONS

0 references

Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models

0 references

Beta regression for time series analysis of bounded data, with application to Canada Google\(^{\circledR}\) Flu Trends

0 references

Q4840212

0 references

Q3089394

0 references

Q4226811

0 references

Regression analysis of variates observed on (0, 1): percentages, proportions and fractions

0 references

Time Series Models Based on Generalized Linear Models: Some Further Results

0 references

Q3998435

0 references

An Autoregressive Process for Beta Random Variables

0 references

The Kumaraswamy distribution: median-dispersion re-parameterizations for regression modeling and simulation-based estimation

0 references

Estimation and tests for power-transformed and threshold GARCH models

0 references

Beta autoregressive fractionally integrated moving average models

0 references

Beta autoregressive moving average models

0 references

Markov Regression Models for Time Series: A Quasi-Likelihood Approach

0 references

Generalized ARMA models with martingale difference errors

0 references

Identifiers

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6135354

@@ Property / DOI @@
-.1111/jtsa.12679
@@ Property / DOI: 10.1111/jtsa.12679 / rank @@
-Normal rank
@@ Property / DOI @@
+.1111/JTSA.12679
@@ Property / DOI: 10.1111/JTSA.12679 / rank @@
+Normal rank