Parametric quantile autoregressive moving average models with exogenous terms
Author:
Funder
CNPQ
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s00362-023-01459-4.pdf
Reference39 articles.
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2. Arunraj NS, Ahrens D (2015) A hybrid seasonal autoregressive integrated moving average and quantile regression for daily food sales forecasting. Int J Prod Econ 170:321–335
3. Bandara K, Hyndman RJ, Bergmeir C (2021) Mstl: a seasonal-trend decomposition algorithm for time series with multiple seasonal patterns. arXiv:2107.13462
4. Bayer FM, Bayer DM, Pumi G (2017) Kumaraswamy autoregressive moving average models for double bounded environmental data. J Hydrol 555:385–396
5. Benjamin MA, Rigby RA, Stasinopoulos DM (2003) Generalized autoregressive moving average models. J Am Stat Assoc 98:214–223
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