A GARMA Framework for Unit-Bounded Time Series Based on the Unit-Lindley Distribution with Application to Renewable Energy Data

Guilherme Pumi, Danilo Hiroshi Matsuoka, Taiane Schaedler Prass

The Unit-Lindley is a one-parameter family of distributions in $(0,1)$ obtained from an appropriate transformation of the Lindley distribution. In this work, we introduce a class o…