Prediction intervals in the beta autoregressive moving average model

DOI10.1080/03610918.2021.1943440arXiv2207.11628MaRDI QIDQ6050494

Bruna G. Palm, Fábio M. Bayer, Renato J. Cintra

Publication date: 18 September 2023

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

Full work available at URL: https://arxiv.org/abs/2207.11628

zbMATH Keywords

forecastbootstraptime seriesARMA modelprediction intervals

Mathematics Subject Classification ID

Statistics (62-XX)

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