Bootstrap-based inferential improvements in beta autoregressive moving average model

DOI10.1080/03610918.2017.1300268MaRDI QIDQ5084765zbMATH OpenOpenAlexWikidataFDO

Authors B. Palm, Fábio M. Bayer

Publication date 28 June 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1702.04391

zbMATH Keywords

\(\beta\)ARMAbeta distributionbootstrap correctionsforecastingsmall sample inference

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A new look at the statistical model identification
• An introduction to Bartlett correction and bias reduction
• Beta autoregressive moving average models
• Beta Regression for Modelling Rates and Proportions
• Bias correction in ARMA models
• Bootstrap Methods for Time Series
• Bootstrap methods: another look at the jackknife
• Bootstrapping Autoregressive Processes with Possible Unit Roots
• Finite sample properties of estimators for autoregressive moving average models
• Generalized Autoregressive Moving Average Models
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• Improved likelihood inference in beta regression
• Improved point and interval estimation for a beta regression model
• Recent developments in bootstrapping time series
• The impact of bootstrap methods on time series analysis
• Time series analysis. Forecasting and control

Cited in

(7)

• Prediction intervals in the beta autoregressive moving average model
• Inflated beta autoregressive moving average models
• Forecasting the proportion of stored energy using the unit Burr XII quantile autoregressive moving average model
• Goodness-of-fit tests for ARMA hydrological time series modeling
• A mean-parameterized Maxwell time series model for positive data
• Bayesian analysis of beta autoregressive moving average models
• Numerical stability enhancements in beta autoregressive moving average model estimation

Describes a project that uses

Uses Software

• R
• boot

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