Beta autoregressive fractionally integrated moving average models (Q80218): Difference between revisions

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9 August 2019
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Property / author: Guilherme Pumi / rank
 
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Property / author: Marcio Valk / rank
 
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Property / author: Cleber Bisognin / rank
 
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Property / author: Fábio M. Bayer / rank
 
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Property / author: Taiane Schaedler Prass / rank
 
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Beta autoregressive fractionally integrated moving average models (English)
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Property / zbMATH Open document ID: 1432.62312 / rank
 
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Property / full work available at URL: https://arxiv.org/abs/1807.10338 / rank
 
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Property / Mathematics Subject Classification ID: 62M10 / rank
 
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Property / Mathematics Subject Classification ID: 62F12 / rank
 
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Property / Mathematics Subject Classification ID: 62J12 / rank
 
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Property / zbMATH DE Number: 7091547 / rank
 
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double bounded time series
Property / zbMATH Keywords: double bounded time series / rank
 
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long-range dependence
Property / zbMATH Keywords: long-range dependence / rank
 
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partial likelihood
Property / zbMATH Keywords: partial likelihood / rank
 
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asymptotic theory
Property / zbMATH Keywords: asymptotic theory / rank
 
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forecast
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Revision as of 01:38, 3 August 2023

scientific article
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English
Beta autoregressive fractionally integrated moving average models
scientific article

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    200
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    196-212
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    May 2019
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    9 August 2019
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    Beta autoregressive fractionally integrated moving average models (English)
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    double bounded time series
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    long-range dependence
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    partial likelihood
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    asymptotic theory
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    forecast
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