Beta Autoregressive Moving Average Model with the Aranda-Ordaz Link Function

Beta Autoregressive Moving Average Model with the Aranda-Ordaz Link Function

In this work, we introduce an extension of the so-called beta autoregressive moving average (<inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mi>β</mi></semantics></math></inline-formula>...

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Bibliographic Details
Main Authors: Carlos E. F. Manchini, Diego Ramos Canterle, Guilherme Pumi, Fábio M. Bayer
Format: Article
Language:English
Published: MDPI AG 2024-11-01
Series:Axioms
Subjects:
<i>β</i>ARMA models
double bounded data
forecasting
non-Gaussian time series
parametric link function
Online Access:https://www.mdpi.com/2075-1680/13/11/806
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