A full ARMA model for counts with bounded support and its application to rainy-days time series

Motivated by a large dataset containing time series of weekly number of rainy days collected over two thousand locations across Europe and Russia for the period 2000–2010, we propose a new class of ARMA-like model for time series of bounded counts, which can also handle extra-binomial variation. We...

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Bibliographic Details
Main Author: Gouveia, Sónia (author)
Other Authors: Möller, Tobias A. (author), Weiß, Christian H. (author), Scotto, Manuel G. (author)
Format: article
Language:eng
Published: 2018
Subjects:
Online Access:http://hdl.handle.net/10773/24476
Country:Portugal
Oai:oai:ria.ua.pt:10773/24476