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Prass et al., 2025 - Google Patents

Positive time series regression models: theoretical and computational aspects

Prass et al., 2025

Document ID
3931463743980194099
Author
Prass T
Pumi G
Taufemback C
Carlos J
Publication year
Publication venue
Computational Statistics

External Links

Snippet

This paper discusses dynamic ARMA-type regression models for positive time series, which can handle bounded non-Gaussian time series without requiring data transformations. Our proposed model includes a conditional mean modeled by a dynamic structure containing …
Continue reading at link.springer.com (other versions)

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