A Bernoulli autoregressive moving average model applied to rainfall occurrence

DOI10.1080/03610918.2018.1468453OpenAlexW2903346501MaRDI QIDQ5087548

Carlos Alberto Ribeiro Diniz, Marcelo Hartmann, Marinho G. Andrade, Eder A. Milani

Publication date: 1 July 2022

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

Full work available at URL: https://doi.org/10.1080/03610918.2018.1468453

zbMATH Keywords

GARMA modelsBernoulli conditional distributionbinary time series modelsrain forecast

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• R
• GMRFLib

Cites Work

• Unnamed Item
• Unnamed Item
• On binary and categorical time series models with feedback
• Probabilistic forecasting of wind power ramp events using autoregressive logit models
• Regression models for nonstationary categorical time series: Asymptotic estimation theory
• Generalized autoregressive conditional heteroscedasticity
• Observation-driven models for Poisson counts
• On the autopersistence functions and the autopersistence graphs of binary autoregressive time series
• Performance of risk-adjusted cumulative sum charts when some assumptions are not met
• Markov Regression Models for Time Series: A Quasi-Likelihood Approach
• A negative binomial model for time series of counts
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Generalized Autoregressive Moving Average Models
• Gaussian Markov Random Fields
• Time Series Models Based on Generalized Linear Models: Some Further Results
• Regression Analysis of Count Data
• DYNAMIC TIME SERIES BINARY CHOICE
• An Econometric Analysis of Some Models for Constructed Binary Time Series