Beta autoregressive moving average models
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Publication:619120
DOI10.1007/s11749-008-0112-zzbMath1203.62160OpenAlexW2087368810MaRDI QIDQ619120
Andréa V. Rocha, Francisco Cribari-Neto
Publication date: 22 January 2011
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-008-0112-z
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Point estimation (62F10)
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Cites Work
- Beta Regression for Modelling Rates and Proportions
- Improved maximum likelihood estimation in a new class of beta regression models
- ARMA model identification
- Estimating the dimension of a model
- Markov Regression Models for Time Series: A Quasi-Likelihood Approach
- Numerical Optimization
- Generalized Autoregressive Moving Average Models
- Partial Likelihood Inference For Time Series Following Generalized Linear Models
- Time Series Models Based on Generalized Linear Models: Some Further Results
- Testing model adequacy for some Markov regression models for time series
- A new look at the statistical model identification
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