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Erratum to: Beta autoregressive moving average models

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  • Andréa V. Rocha

    (Universidade Federal da Paraíba)

  • Francisco Cribari-Neto

    (Universidade Federal de Pernambuco)

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Suggested Citation

  • Andréa V. Rocha & Francisco Cribari-Neto, 2017. "Erratum to: Beta autoregressive moving average models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(2), pages 451-459, June.
    • Handle: RePEc:spr:testjl:v:26:y:2017:i:2:d:10.1007_s11749-017-0528-4
    DOI: 10.1007/s11749-017-0528-4
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    References listed on IDEAS

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    1. Andréa Rocha & Francisco Cribari-Neto, 2009. "Beta autoregressive moving average models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 18(3), pages 529-545, November.
    2. Thor Pajhede, 2017. "A Conditionally Beta Distributed Time-Series Model With Application to Monthly US Corporate Default Rates," Discussion Papers 17-01, University of Copenhagen. Department of Economics.
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    Cited by:

    1. Cribari-Neto, Francisco & Scher, Vinícius T. & Bayer, Fábio M., 2023. "Beta autoregressive moving average model selection with application to modeling and forecasting stored hydroelectric energy," International Journal of Forecasting, Elsevier, vol. 39(1), pages 98-109.
    2. Scher, Vinícius T. & Cribari-Neto, Francisco & Bayer, Fábio M., 2024. "Generalized βARMA model for double bounded time series forecasting," International Journal of Forecasting, Elsevier, vol. 40(2), pages 721-734.

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