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Beta autoregressive moving average models

Author

Listed:
  • Andréa Rocha
  • Francisco Cribari-Neto
Abstract
No abstract is available for this item.

Suggested Citation

  • Andréa Rocha & Francisco Cribari-Neto, 2009. "Beta autoregressive moving average models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 18(3), pages 529-545, November.
    • Handle: RePEc:spr:testjl:v:18:y:2009:i:3:p:529-545
    DOI: 10.1007/s11749-008-0112-z
    as

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    References listed on IDEAS

    as
    1. Benjamin M.A. & Rigby R.A. & Stasinopoulos D.M., 2003. "Generalized Autoregressive Moving Average Models," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 214-223, January.
    2. Konstantinos Fokianos & Benjamin Kedem, 2004. "Partial Likelihood Inference For Time Series Following Generalized Linear Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(2), pages 173-197, March.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    ARMA; Beta distribution; Beta ARMA; Forecasts; 62M10; 91B84;
    All these keywords.

    JEL classification:

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