Autoregressive conditional proportion: A multiplicative‐error model for (0,1)‐valued time series (Q6135354)
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scientific article; zbMATH DE number 7731484
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Autoregressive conditional proportion: A multiplicative‐error model for (0,1)‐valued time series |
scientific article; zbMATH DE number 7731484 |
Statements
Autoregressive conditional proportion: A multiplicative‐error model for (0,1)‐valued time series (English)
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24 August 2023
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proportional time series data
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beta-ARMA model
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simplex ARMA
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autoregressive conditional duration
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exponential QMLE
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