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

DOI10.1111/jtsa.12679OpenAlexW4319836199MaRDI QIDQ6135354

Abdelhakim Aknouche, Stefanos Dimitrakopoulos

Publication date: 24 August 2023

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12679

zbMATH Keywords

autoregressive conditional durationexponential QMLEbeta-ARMA modelproportional time series datasimplex ARMA

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Inference from stochastic processes (62Mxx)

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