betaarma

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Everton-da-Costa / BARMAJournalHydrology2024

This repository contains the R code and associated data for the scientific article: "Test inferences and link function selection in dynamic beta modeling of seasonal hydro-environmental time series with temporary abnormal regimes" by Costa, E., Cribari-Neto, F., and Scher, V. T. Published in the Journal of Hydrology, Volume 638, 2024, 131489.

ggplot2 time-series reproducible-research arma forecasting rstats r-package hydrology statistical-modeling betaarma journal-of-hydrology

Updated Jun 19, 2026
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Everton-da-Costa / BarmaRidgeBJPS2025

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R package and replication code for the article “Numerical stability enhancements in beta autoregressive moving average model estimation” by Cribari-Neto, F., Costa, E., and Fonseca, R. V., published in the Brazilian Journal of Probability and Statistics (2025). DOI: 10.1214/25-BJPS645.

time-series arma econometrics rstats r-package ridge-regression maximum-likelihood penalized-regression statistical-modeling numerical-stability betaarma

Updated Jun 19, 2026
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