A beta prime ARMA model for positive time series

Journal of Statistical Planning and Inference 2026

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Authors: Abdelhakim Aknouche, Bader Almohaimeed, Stefanos Dimitrakopoulos

DOI: 10.1016/j.jspi.2026.106444

Cited by: 1

References: 31

Fields of Study & Subjects

Financial Risk and Volatility Modeling Stock Market Forecasting Methods Time Series Analysis and Forecasting

References 31