A Censored Time Series Analysis for Responses on the Unit Interval: An Application to Acid Rain Modeling

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dc.contributor.authorSchumacher, Fernanda L.
dc.contributor.authorMatos, Larissa A.
dc.contributor.authorLachos, Victor H.
dc.contributor.authorAbanto-Valle, Carlos A.
dc.contributor.authorCastro, Luis M.
dc.date.accessioned2025-01-20T17:08:54Z
dc.date.available2025-01-20T17:08:54Z
dc.date.issued2024
dc.description.abstractIn this paper, we propose an autoregressive model for time series in which the variable of interest lies in the unit interval and is subject to certain threshold values below or above which the measurements are not quantifiable. The model includes an independent beta regression (Ferrari and Cribari-Neto, J. Appl. Stat., 31, 799-815 2004) as a special case. A Markov chain Monte Carlo (MCMC) algorithm is tailored to obtain Bayesian posterior distributions of unknown quantities of interest. The likelihood function was used to compute Bayesian model selection measures. We discuss the construction of the proposed model and compare it with alternative models by using simulated data. Finally, we illustrate the use of our proposal by modeling a left-censored weekly series of acid rain data.
dc.fuente.origenWOS
dc.identifier.doi10.1007/s13171-024-00341-1
dc.identifier.eissn0976-8378
dc.identifier.issn0976-836X
dc.identifier.urihttps://doi.org/10.1007/s13171-024-00341-1
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/90994
dc.identifier.wosidWOS:001164906400001
dc.issue.numero1
dc.language.isoen
dc.pagina.final660
dc.pagina.inicio637
dc.revistaSankhya-series a-mathematical statistics and probability
dc.rightsacceso restringido
dc.subjectAutoregressive model
dc.subjectBayesian approach
dc.subjectbeta distribution
dc.subjectcensored observations
dc.subjecttime series
dc.subject.ods03 Good Health and Well-being
dc.subject.odspa03 Salud y bienestar
dc.titleA Censored Time Series Analysis for Responses on the Unit Interval: An Application to Acid Rain Modeling
dc.typeartículo
dc.volumen86
sipa.indexWOS
sipa.trazabilidadWOS;2025-01-12
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