Beta autoregressive fractionally integrated moving average models
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Publication:80218
DOI10.1016/j.jspi.2018.10.001zbMath1432.62312arXiv1807.10338OpenAlexW2883812008WikidataQ59162904 ScholiaQ59162904MaRDI QIDQ80218
Marcio Valk, Guilherme Pumi, Taiane Schaedler Prass, Cleber Bisognin, Fábio Mariano Bayer, Marcio Valk, Cleber Bisognin, Fábio M. Bayer, Guilherme Pumi, Taiane Schaedler Prass
Publication date: May 2019
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1807.10338
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12)
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