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07/13/2023
Bayesian Analysis of Beta Autoregressive Moving Average Models
This work presents a Bayesian approach for the estimation of Beta Autore...
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07/03/2023
Mitigating the choice of the duration in DDMS models through a parametric link
One of the most important hyper-parameters in duration-dependent Markov-...
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03/08/2023
Estimation of Long-Range Dependent Models with Missing Data: to Input or not to Input?
Among the most important models for long-range dependent time series is ...
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11/03/2022
Unit-Weibull Autoregressive Moving Average Models
In this work we introduce the class of unit-Weibull Autoregressive Movin...
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01/10/2022
Positive Time Series Regression Models
In this paper we discuss dynamic ARMA-type regression models for time se...
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10/23/2019
On the behavior of the DFA and DCCA in trend-stationary processes
In this work we develop the asymptotic theory of the Detrended Fluctuati...
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02/25/2019
A Dynamic Model for Double Bounded Time Series With Chaotic Driven Conditional Averages
In this work we introduce a class of dynamic models for time series taki...
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07/26/2018