Articoli di riviste sul tema "AR(1) model"
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Chan, K. S., Joseph D. Petruccelli, H. Tong e Samuel W. Woolford. "A multiple-threshold AR(1) model". Journal of Applied Probability 22, n. 2 (giugno 1985): 267–79. http://dx.doi.org/10.2307/3213771.
Testo completoTai‐Leung Chong, Terence. "The polynomial aggregated AR(1) model*". Econometrics Journal 9, n. 1 (1 marzo 2006): 98–122. http://dx.doi.org/10.1111/j.1368-423x.2006.00178.x.
Testo completoChan, K. S., Joseph D. Petruccelli, H. Tong e Samuel W. Woolford. "A multiple-threshold AR(1) model". Journal of Applied Probability 22, n. 02 (giugno 1985): 267–79. http://dx.doi.org/10.1017/s0021900200037748.
Testo completoVrbik, Jan. "Moments of AR(1)-Model Estimators". Communications in Statistics - Simulation and Computation 34, n. 3 (luglio 2005): 595–600. http://dx.doi.org/10.1081/sac-200068447.
Testo completoSharafi, M., e A. R. Nematollahi. "AR(1) model with skew-normal innovations". Metrika 79, n. 8 (29 giugno 2016): 1011–29. http://dx.doi.org/10.1007/s00184-016-0587-7.
Testo completoLi, M., Q. J. Wang, J. C. Bennett e D. E. Robertson. "A strategy to overcome adverse effects of autoregressive updating of streamflow forecasts". Hydrology and Earth System Sciences 19, n. 1 (6 gennaio 2015): 1–15. http://dx.doi.org/10.5194/hess-19-1-2015.
Testo completoZHENG, Wei, Da-wu GU e Hai-ning LU. "Application of improved AR(1) model in DNS". Journal of Computer Applications 30, n. 3 (6 aprile 2010): 736–39. http://dx.doi.org/10.3724/sp.j.1087.2010.00736.
Testo completoBakouch, Hassan S., e Miroslav M. Ristić. "Zero truncated Poisson integer-valued AR(1) model". Metrika 72, n. 2 (24 marzo 2009): 265–80. http://dx.doi.org/10.1007/s00184-009-0252-5.
Testo completoEl-Sayed, Sayed Mesheal, Ahmed Amin El-Sheikh, Mohamed Khalifa Ahmed Issa e Hadia Faried Mohamed Ahmed Azmy. "A CLOSED FORM OF BIASED AR(1) MODEL". Advances and Applications in Statistics 50, n. 3 (10 marzo 2017): 191–99. http://dx.doi.org/10.17654/as050030191.
Testo completoFranses, Philip Hans. "A model selection test for an AR (1) versus an MA (1) model". Statistics & Probability Letters 15, n. 4 (novembre 1992): 281–84. http://dx.doi.org/10.1016/0167-7152(92)90163-y.
Testo completoChan, Ngai Hang, Deyuan Li, Liang Peng e Rongmao Zhang. "TAIL INDEX OF AN AR(1) MODEL WITH ARCH(1) ERRORS". Econometric Theory 29, n. 5 (21 febbraio 2013): 920–40. http://dx.doi.org/10.1017/s0266466612000801.
Testo completoSari, Nelfa, Maiyastri . e Hazmira Yozza. "PENDUGAAN PARAME TER MODEL AUTOREGRESSIVE PADA DERET WAKTU". Jurnal Matematika UNAND 3, n. 4 (1 dicembre 2014): 28. http://dx.doi.org/10.25077/jmu.3.4.28-37.2014.
Testo completoChong, Terence Tai-Leung. "STRUCTURAL CHANGE IN AR(1) MODELS". Econometric Theory 17, n. 1 (febbraio 2001): 87–155. http://dx.doi.org/10.1017/s0266466601171045.
Testo completovan Giersbergen, Noud P. A. "BARTLETT CORRECTION IN THE STABLE AR(1) MODEL WITH INTERCEPT AND TREND". Econometric Theory 25, n. 3 (giugno 2009): 857–72. http://dx.doi.org/10.1017/s0266466609090690.
Testo completoAhmed Issa, Mohamed Khalifa. "New Estimator for AR (1) Model with Missing Observations". Journal of University of Shanghai for Science and Technology 23, n. 09 (6 settembre 2021): 147–59. http://dx.doi.org/10.51201/jusst/21/09521.
Testo completoHamilton, David, e Ka Ho Wu. "CONFIDENCE REGIONS FOR PARAMETERS IN THE AR(1) MODEL". Journal of Time Series Analysis 16, n. 3 (maggio 1995): 249–65. http://dx.doi.org/10.1111/j.1467-9892.1995.tb00233.x.
Testo completoGriffiths, William E. "Ba yesian predictors for an ar(1) error model". Communications in Statistics - Theory and Methods 26, n. 2 (gennaio 1997): 441–48. http://dx.doi.org/10.1080/03610929708831926.
Testo completoAkkaya, Ayşen D., e Moti L. Tiku. "Time series AR(1) model for short-tailed distributions". Statistics 39, n. 2 (aprile 2005): 117–32. http://dx.doi.org/10.1080/02331880512331344036.
Testo completoHasegawa, Hikaru, Anoop Chaturvedi e Tran van Hoa. "Bayesian Unit Root Test in Nonnormal AR(1) Model". Journal of Time Series Analysis 21, n. 3 (maggio 2000): 261–80. http://dx.doi.org/10.1111/1467-9892.00185.
Testo completoPaparoditis, Efstathios, e Dimitris N. Politis. "Large-sample inference in the general AR(1) model". Test 9, n. 2 (dicembre 2000): 487–509. http://dx.doi.org/10.1007/bf02595747.
Testo completoLing, S., e D. Li. "Asymptotic inference for a nonstationary double AR(1) model". Biometrika 95, n. 1 (31 gennaio 2008): 257–63. http://dx.doi.org/10.1093/biomet/asm084.
Testo completoLeipus, Remigijus, Anne Philippe, Vytautė Pilipauskaitė e Donatas Surgailis. "Sample covariances of random-coefficient AR(1) panel model". Electronic Journal of Statistics 13, n. 2 (2019): 4527–72. http://dx.doi.org/10.1214/19-ejs1632.
Testo completoHajrajabi, Arezo, e Afshin Fallah. "Nonlinear semiparametric AR(1) model with skew-symmetric innovations". Communications in Statistics - Simulation and Computation 47, n. 5 (28 giugno 2017): 1453–62. http://dx.doi.org/10.1080/03610918.2017.1315772.
Testo completoLi, Lu, Chong-Yu Xu, Jun Xia, Kolbjørn Engeland e Paolo Reggiani. "Uncertainty estimates by Bayesian method with likelihood of AR (1) plus Normal model and AR (1) plus Multi-Normal model in different time-scales hydrological models". Journal of Hydrology 406, n. 1-2 (agosto 2011): 54–65. http://dx.doi.org/10.1016/j.jhydrol.2011.05.052.
Testo completoYang, Fu Xin, Bai Lan Zhang e Zhi Yuan Su. "Analysis and Verification of Bullwhip Effect Based on System Dynamics". Applied Mechanics and Materials 340 (luglio 2013): 312–19. http://dx.doi.org/10.4028/www.scientific.net/amm.340.312.
Testo completoBaltagi, Badi H., e Qi Li. "Testing AR(1) against MA(1) disturbances in an error component model". Journal of Econometrics 68, n. 1 (luglio 1995): 133–51. http://dx.doi.org/10.1016/0304-4076(94)01646-h.
Testo completoPang, Tianxiao, Terence Tai-Leung Chong, Danna Zhang e Yanling Liang. "STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS". Econometric Theory 34, n. 5 (24 luglio 2017): 985–1017. http://dx.doi.org/10.1017/s0266466617000317.
Testo completoChang, Fang, Augustine C. M. Wong e Yanyan Wu. "Asymptotic Inference for the Weak Stationary Double AR(1) Model". Open Journal of Statistics 02, n. 02 (2012): 141–52. http://dx.doi.org/10.4236/ojs.2012.22016.
Testo completoLee, Sung Duck, Sun Woo Kim e Na Rae Jo. "Comparison between homogeneity test statistics for panel AR(1) model". Korean Journal of Applied Statistics 29, n. 1 (29 febbraio 2016): 123–32. http://dx.doi.org/10.5351/kjas.2016.29.1.123.
Testo completoGarbar, Sergey. "Using AR(1) model to simulate strictly stationary random sequences". IOP Conference Series: Materials Science and Engineering 441 (2 novembre 2018): 012018. http://dx.doi.org/10.1088/1757-899x/441/1/012018.
Testo completoBerger, James O., e Ruo-Yong Yang. "Noninformative Priors and Bayesian Testing for the AR(1) Model". Econometric Theory 10, n. 3-4 (agosto 1994): 461–82. http://dx.doi.org/10.1017/s026646660000863x.
Testo completoAnderson, T. W., R. A. Lockhart e M. A. Stephens. "An omnibus test for the time series model AR(1)". Journal of Econometrics 118, n. 1-2 (gennaio 2004): 111–27. http://dx.doi.org/10.1016/s0304-4076(03)00137-4.
Testo completoOnth, Kazuyuki, e Kenji Nakagawa. "Approximation of video cell traffic by AR(1) + IPP-model". Electronics and Communications in Japan (Part I: Communications) 78, n. 8 (agosto 1995): 1–9. http://dx.doi.org/10.1002/ecja.4410780801.
Testo completoAbramov, Oleg, Alexandr Bystrov e Maksim Krivov. "INTEGRATION OF A COMPUTER MODEL WITH VR/AR-TECHNOLOGY". Modern Technologies and Scientific and Technological Progress 2022, n. 1 (16 maggio 2022): 95–96. http://dx.doi.org/10.36629/2686-9896-2022-1-95-96.
Testo completoHamza, Dhaker, Papa Ngom, Pierre Mendy e El Hadji Deme. "GENERALIZED DIVERGENCE CRITERIA FOR MODEL SELECTION BETWEEN RANDOM WALK AND AR(1) MODEL". Journal of Statistics: Advances in Theory and Applications 17, n. 2 (20 maggio 2017): 83–109. http://dx.doi.org/10.18642/jsata_7100121830.
Testo completoHuang, Dawei, e N. M. Spencer. "On a random vibration model". Journal of Applied Probability 33, n. 4 (dicembre 1996): 1141–58. http://dx.doi.org/10.2307/3214992.
Testo completoHuang, Dawei, e N. M. Spencer. "On a random vibration model". Journal of Applied Probability 33, n. 04 (dicembre 1996): 1141–58. http://dx.doi.org/10.1017/s0021900200100543.
Testo completoZheng, Yanling, Xueliang Zhang, Xijiang Wang, Kai Wang e Yan Cui. "Predictive study of tuberculosis incidence by time series method and Elman neural network in Kashgar, China". BMJ Open 11, n. 1 (gennaio 2021): e041040. http://dx.doi.org/10.1136/bmjopen-2020-041040.
Testo completoGeng, Jin-Jun, Bing Zhang e Yong-Feng Huang. "A MODEL OF WHITE DWARF PULSAR AR SCORPII". Astrophysical Journal 831, n. 1 (31 ottobre 2016): L10. http://dx.doi.org/10.3847/2041-8205/831/1/l10.
Testo completoKim, Hee-Young, Christian H. Weiß e Tobias A. Möller. "Models for autoregressive processes of bounded counts: How different are they?" Computational Statistics 35, n. 4 (27 marzo 2020): 1715–36. http://dx.doi.org/10.1007/s00180-020-00980-6.
Testo completoPopovic, Bozidar. "AR(1) time series with approximated Beta marginal". Publications de l'Institut Math?matique (Belgrade) 88, n. 102 (2010): 87–98. http://dx.doi.org/10.2298/pim1002087p.
Testo completoCharbonneau, Noe L., Elise C. Manalo, Sara F. Tufa, Eric J. Carlson, Valerie M. Carlberg, Douglas R. Keene e Lynn Y. Sakai. "Fibrillin‐1 in the Vasculature: In Vivo Accumulation of eGFP‐Tagged Fibrillin‐1 in a Knockin Mouse Model". Anatomical Record 303, n. 6 (13 luglio 2019): 1590–603. http://dx.doi.org/10.1002/ar.24217.
Testo completoYang, Wenqi, e Jingkun Ma. "Implied Volatility Prediction Based on Different Term Structures: An Empirical Study of the SSE 50 ETF Options Market from High-Frequency Data". E3S Web of Conferences 235 (2021): 02043. http://dx.doi.org/10.1051/e3sconf/202123502043.
Testo completoFrancq, Christian, Lajos Horvath e Jean-Michel Zakoïan. "SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL". Econometric Theory 26, n. 4 (4 novembre 2009): 965–93. http://dx.doi.org/10.1017/s0266466609990430.
Testo completoAmato, Rosario, Francesco Pisani, Emiliano Laudadio, Maurizio Cammalleri, Martina Lucchesi, Silvia Marracci, Luca Filippi et al. "HIF-1-Dependent Induction of β3 Adrenoceptor: Evidence from the Mouse Retina". Cells 11, n. 8 (8 aprile 2022): 1271. http://dx.doi.org/10.3390/cells11081271.
Testo completoKumar, Jitendra, Varun Varun, Dhirendra Kumar e Anoop Chaturvedi. "Bayesian Unit Root Test for AR(1) Model with Trend Approximated". Statistics, Optimization & Information Computing 8, n. 2 (27 maggio 2020): 425–61. http://dx.doi.org/10.19139/soic-2310-5070-786.
Testo completoIssa, Mohamed Khalifa Ahmed. "Weighted Least Squares Estimation for AR(1) Model With Incomplete Data". Mathematics and Statistics 10, n. 2 (marzo 2022): 342–57. http://dx.doi.org/10.13189/ms.2022.100209.
Testo completoAnděl, Jiři, e Tomáŝ Bartoň. "A NOTE ON THE THRESHOLD AR(1) MODEL WITH CAUCHY INNOVATIONS". Journal of Time Series Analysis 7, n. 1 (gennaio 1986): 1–5. http://dx.doi.org/10.1111/j.1467-9892.1986.tb00481.x.
Testo completoGazola, L., C. Fernandes, A. Pizzinga e R. Riera. "The log-periodic-AR(1)-GARCH(1,1) model for financial crashes". European Physical Journal B 61, n. 3 (febbraio 2008): 355–62. http://dx.doi.org/10.1140/epjb/e2008-00085-1.
Testo completoKemp, Gordon C. R. "The Joint Distribution of Forecast Errors in the AR(1) Model". Econometric Theory 7, n. 4 (dicembre 1991): 497–518. http://dx.doi.org/10.1017/s0266466600004734.
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