Beta autoregressive fractionally integrated moving average models

Title
Beta autoregressive fractionally integrated moving average models
Authors
Keywords
Double bounded time series, Long-range dependence, Partial likelihood, Asymptotic theory, Forecast
Journal
JOURNAL OF STATISTICAL PLANNING AND INFERENCE
Volume 200, Issue -, Pages 196-212
Publisher
Elsevier BV
Online
2018-10-11
DOI
10.1016/j.jspi.2018.10.001

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