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stat.ME2022
Positive Time Series Regression Models
Taiane Schaedler Prass, Jonas Hendler Carlos, Cleiton Guolo Taufemback +1
In this paper we discuss dynamic ARMA-type regression models for time series taking values in . In the proposed model, the conditional mean is modeled by a dynamic stru…
stat.ME2018
Beta Autoregressive Fractionally Integrated Moving Average Models
Guilherme Pumi, Marcio Valk, Cleber Bisognin +2
In this work we introduce the class of beta autoregressive fractionally integrated moving average models for continuous random variables taking values in the continuous unit interv…