A Varying Precision Beta Prime Autoregressive Moving Average Model With Application to Water Flow Data
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DOI: 10.1002/env.2886
Abstract: We introduce a dynamic model tailored for positively valued time series. It accommodates both autoregressive and moving average dynamics and allows for explanatory variables. The underlying assumption is that each random variable follows, conditional on… read more here.
Keywords: time; precision; autoregressive moving; moving average ... See more keywords