Beta autoregressive fractionally integrated moving average models (Q80218)
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scientific article; zbMATH DE number 7091547
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Beta autoregressive fractionally integrated moving average models |
scientific article; zbMATH DE number 7091547 |
Statements
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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0.8881585597991943
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0.7803941369056702
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0.7667028903961182
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0.7538036108016968
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0.7499241828918457
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Marcio Valk
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Cleber Bisognin
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