Unit-Weibull autoregressive moving average models

DOI10.1007/S11749-023-00893-8MaRDI QIDQ6557182zbMATH OpenFDO

Authors Guilherme Pumi, Taiane Schaedler Prass

Publication date 18 June 2024

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11749-023-00893-8

zbMATH Keywords

non-Gaussian time seriespartial maximum likelihoodregression modelstime series analysis

Mathematics Subject Classification ID

Gaussian processes (60G15) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(5)

• Forecasting the proportion of stored energy using the unit Burr XII quantile autoregressive moving average model
• Bayesian analysis of beta autoregressive moving average models
• Numerical stability enhancements in beta autoregressive moving average model estimation
• A unit Gompertz ARMA model for bounded variables with time-varying quantiles
• A Matsuoka-based GARMA model for environmental and energy systems: theory, estimation, and applications

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