A Matsuoka-Based GARMA Model for Hydrological Forecasting: Theory, Estimation, and Applications
用于水文预测的 Matsuoka 型 GARMA 模型
Time series in natural sciences, such as hydrology and climatology, and other environmental applications, often consist of continuous observations constrained to the unit interval (0,1). Traditional Gaussian-based models fail to capture these bounds, requiring more flexible approaches. This paper introduces the Matsuoka Autoregressive Moving Average (MARMA) model, extending the GARMA framework by assuming a Matsuoka-distributed random component taking values in (0,1) and an…