Bootstrap-based inferential improvements in beta autoregressive moving average model

DOI10.1080/03610918.2017.1300268OpenAlexW2593817800WikidataQ59162908 ScholiaQ59162908MaRDI QIDQ5084765

Bruna G. Palm, Fábio M. Bayer

Publication date: 28 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1702.04391

zbMATH Keywords

forecastingbeta distributionsmall sample inference\(\beta\)ARMAbootstrap corrections

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Prediction intervals in the beta autoregressive moving average model ⋮ Forecasting the proportion of stored energy using the unit Burr XII quantile autoregressive moving average model

Uses Software

• R
• bootlib

Cites Work

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• Beta Regression for Modelling Rates and Proportions
• Beta autoregressive moving average models
• Improved point and interval estimation for a beta regression model
• Finite sample properties of estimators for autoregressive moving average models
• Bootstrap methods: another look at the jackknife
• Bias correction in ARMA models
• An introduction to Bartlett correction and bias reduction
• Improved likelihood inference in beta regression
• Generalized Autoregressive Moving Average Models
• Recent developments in bootstrapping time series
• Bootstrap Methods for Time Series
• Bootstrapping Autoregressive Processes with Possible Unit Roots
• The impact of bootstrap methods on time series analysis
• A new look at the statistical model identification

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