BTSR

MaRDI QIDQ80223CRANFDO

Authors Taiane Schaedler Prass, Guilherme Pumi

Last update 23 September 2023

Copyright license GNU General Public License

Software version identifier 0.1.4, 0.1.0, 0.1.1, 0.1.2, 0.1.3, 0.1.5

Description

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>.

Cites work

• A dynamic model for double‐bounded time series with chaotic‐driven conditional averages
• Beta autoregressive fractionally integrated moving average models
• Kumaraswamy autoregressive moving average models for double bounded environmental data
• Unit-Weibull Autoregressive Moving Average Models

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