Статті в журналах з теми "Vector autoregressive process"
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Tovstik, T. M. "Vector autoregression process. Stationarity and simulation." Journal of Physics: Conference Series 2099, no. 1 (November 1, 2021): 012068. http://dx.doi.org/10.1088/1742-6596/2099/1/012068.
Повний текст джерелаCheng, Tsung-Chi, Ping-Hung Hsieh, and Su-Fen Yang. "Process Control for the Vector Autoregressive Model." Quality and Reliability Engineering International 30, no. 1 (December 17, 2012): 57–81. http://dx.doi.org/10.1002/qre.1477.
Повний текст джерелаGrynkiv, Galyna, and Lars Stentoft. "Stationary Threshold Vector Autoregressive Models." Journal of Risk and Financial Management 11, no. 3 (August 5, 2018): 45. http://dx.doi.org/10.3390/jrfm11030045.
Повний текст джерелаBrockwell, Peter J., Richard A. Davis, and A. Alexandre Trindade. "Asymptotic properties of some subset vector autoregressive process estimators." Journal of Multivariate Analysis 90, no. 2 (August 2004): 327–47. http://dx.doi.org/10.1016/j.jmva.2003.10.001.
Повний текст джерелаBodnar, T., and T. Zabolotskyy. "Estimation and inference of the vector autoregressive process under heteroscedasticity." Theory of Probability and Mathematical Statistics 83 (2011): 27–45. http://dx.doi.org/10.1090/s0094-9000-2012-00839-9.
Повний текст джерелаGourieroux, Christian, and Joann Jasiak. "Noncausal vector autoregressive process: Representation, identification and semi-parametric estimation." Journal of Econometrics 200, no. 1 (September 2017): 118–34. http://dx.doi.org/10.1016/j.jeconom.2017.01.011.
Повний текст джерелаDufour, Jean-Marie. "Unbiasedness of Predictions from Etimated Vector Autoregressions." Econometric Theory 1, no. 3 (December 1985): 387–402. http://dx.doi.org/10.1017/s0266466600011270.
Повний текст джерелаla Cour, Lisbeth. "A PARAMETRIC CHARACTERIZATION OF INTEGRATED VECTOR AUTOREGRESSIVE (VAR) PROCESSES." Econometric Theory 14, no. 2 (April 1998): 187–99. http://dx.doi.org/10.1017/s0266466698142020.
Повний текст джерелаGallego, Jose L. "The exact likelihood function of a vector autoregressive moving average process." Statistics & Probability Letters 79, no. 6 (March 2009): 711–14. http://dx.doi.org/10.1016/j.spl.2008.10.030.
Повний текст джерелаYang, Minxian. "SOME PROPERTIES OF VECTOR AUTOREGRESSIVE PROCESSES WITH MARKOV-SWITCHING COEFFICIENTS." Econometric Theory 16, no. 1 (February 2000): 23–43. http://dx.doi.org/10.1017/s026646660016102x.
Повний текст джерелаLütkepohl, Helmut. "COMPARISON OF CRITERIA FOR ESTIMATING THE ORDER OF A VECTOR AUTOREGRESSIVE PROCESS." Journal of Time Series Analysis 6, no. 1 (January 1985): 35–52. http://dx.doi.org/10.1111/j.1467-9892.1985.tb00396.x.
Повний текст джерелаKomasi, Mehdi, and Soroush Sharghi. "Hybrid wavelet-support vector machine approach for modelling rainfall–runoff process." Water Science and Technology 73, no. 8 (January 25, 2016): 1937–53. http://dx.doi.org/10.2166/wst.2016.048.
Повний текст джерелаLütkepohl, Helmut, and D. S. POSKITT. "Testing for Causation Using Infinite Order Vector Autoregressive Processes." Econometric Theory 12, no. 1 (March 1996): 61–87. http://dx.doi.org/10.1017/s0266466600006447.
Повний текст джерелаGutiérrez-Gutiérrez, Jesús, Marta Zárraga-Rodríguez, Pedro Crespo, and Xabier Insausti. "Rate Distortion Function of Gaussian Asymptotically WSS Vector Processes." Entropy 20, no. 9 (September 19, 2018): 719. http://dx.doi.org/10.3390/e20090719.
Повний текст джерелаJohansen, SØren. "A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES." Econometric Theory 24, no. 3 (January 22, 2008): 651–76. http://dx.doi.org/10.1017/s0266466608080274.
Повний текст джерелаJakšić, Saša. "Modelling CESEE Countries Export Dynamics: Global Vector Autoregressive Approach." Zagreb International Review of Economics and Business 25, no. 2 (November 1, 2022): 39–63. http://dx.doi.org/10.2478/zireb-2022-0014.
Повний текст джерелаAtmaja, Dinul Darma, Widowati Widowati, and Budi Warsito. "FORECASTING STOCK PRICES ON THE LQ45 INDEX USING THE VARIMAX METHOD." MEDIA STATISTIKA 14, no. 1 (March 8, 2021): 98–107. http://dx.doi.org/10.14710/medstat.14.1.98-107.
Повний текст джерелаNielsen, Bent. "ANALYSIS OF COEXPLOSIVE PROCESSES." Econometric Theory 26, no. 3 (October 7, 2009): 882–915. http://dx.doi.org/10.1017/s0266466609990144.
Повний текст джерелаIwok, Iberedem A. "Justification of Wold’s Theorem and the Unbiasedness of a Stable Vector Autoregressive Time Series Model Forecasts." International Journal of Statistics and Probability 6, no. 2 (February 13, 2017): 1. http://dx.doi.org/10.5539/ijsp.v6n2p1.
Повний текст джерелаMercy, Chepngetich. "Application of Vector Autoregressive (VAR) Process in Modelling Reshaped Seasonal Univariate Time Series." Science Journal of Applied Mathematics and Statistics 3, no. 3 (2015): 124. http://dx.doi.org/10.11648/j.sjams.20150303.15.
Повний текст джерелаLütkepohl, Helmut. "Asymptotic Distribution of the Moving Average Coefficients of an Estimated Vector Autoregressive Process." Econometric Theory 4, no. 1 (April 1988): 77–85. http://dx.doi.org/10.1017/s0266466600011865.
Повний текст джерелаAnderson, T. W. "A Note on a Vector-Variate Normal Distribution and a Stationary Autoregressive Process." Journal of Multivariate Analysis 72, no. 1 (January 2000): 149–50. http://dx.doi.org/10.1006/jmva.1999.1837.
Повний текст джерелаMcAleer, Michael, Felix Chan, Suhejla Hoti, and Offer Lieberman. "GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION." Econometric Theory 24, no. 6 (July 9, 2008): 1554–83. http://dx.doi.org/10.1017/s0266466608080614.
Повний текст джерелаLi, Yuanyuan, and Dietmar Bauer. "Modeling I(2) Processes Using Vector Autoregressions Where the Lag Length Increases with the Sample Size." Econometrics 8, no. 3 (September 17, 2020): 38. http://dx.doi.org/10.3390/econometrics8030038.
Повний текст джерелаAl-Dhaifallah, Mujahed, Kottakkaran Nisar, Praveen Agarwal, and Alaa Elsayyad. "Modeling and identification of heat exchanger process using least squares support vector machines." Thermal Science 21, no. 6 Part B (2017): 2859–69. http://dx.doi.org/10.2298/tsci151026204a.
Повний текст джерелаLi, Xiaozhong, and Feng Huang. "Empirical Study on the Relationship between Agricultural Economic Structure Growth and Environmental Pollution Based on Time-Varying Parameter Vector Autoregressive Model." Journal of Environmental and Public Health 2022 (August 10, 2022): 1–11. http://dx.doi.org/10.1155/2022/5684178.
Повний текст джерелаHsiao, Cheng. "IDENTIFICATION AND DICHOTOMIZATION OF LONG- AND SHORT-RUN RELATIONS OF COINTEGRATED VECTOR AUTOREGRESSIVE MODELS." Econometric Theory 17, no. 5 (September 25, 2001): 889–912. http://dx.doi.org/10.1017/s026646660117502x.
Повний текст джерелаZarepour, M., and S. M. Roknossadati. "MULTIVARIATE AUTOREGRESSION OF ORDER ONE WITH INFINITE VARIANCE INNOVATIONS." Econometric Theory 24, no. 3 (January 22, 2008): 677–95. http://dx.doi.org/10.1017/s0266466608080286.
Повний текст джерелаSaikkonen, Pentti, and Helmut Lutkepohl. "Trend Adjustment Prior to Testing for the Cointegrating Rank of a Vector Autoregressive Process." Journal of Time Series Analysis 21, no. 4 (July 2000): 435–56. http://dx.doi.org/10.1111/1467-9892.00192.
Повний текст джерелаKoivisto, Matti, Janne Seppänen, Ilkka Mellin, Jussi Ekström, John Millar, Ivan Mammarella, Mika Komppula, and Matti Lehtonen. "Wind speed modeling using a vector autoregressive process with a time-dependent intercept term." International Journal of Electrical Power & Energy Systems 77 (May 2016): 91–99. http://dx.doi.org/10.1016/j.ijepes.2015.11.027.
Повний текст джерелаYasin, Hasbi, Budi Warsito, Rukun Santoso, and Suparti. "Soft Computation Vector Autoregressive Neural Network (VAR-NN) GUI-Based." E3S Web of Conferences 73 (2018): 13008. http://dx.doi.org/10.1051/e3sconf/20187313008.
Повний текст джерелаVu, Viet-Hung, Zhaoheng Liu, Marc Thomas, and Bruce Hazel. "Modal analysis of a light-weight robot with a rotating tool installed at the end effector." Proceedings of the Institution of Mechanical Engineers, Part C: Journal of Mechanical Engineering Science 231, no. 9 (December 2, 2015): 1664–76. http://dx.doi.org/10.1177/0954406215619451.
Повний текст джерелаJakšić, Saša. "Modelling Determinants of Inflation in CESEE Countries: Global Vector Autoregressive Approach." Review of Economic Perspectives 22, no. 1 (June 1, 2022): 137–69. http://dx.doi.org/10.2478/revecp-2022-0007.
Повний текст джерелаYamaguchi, Nobuhiko. "Visualizing States of Time-Series Data by Autoregressive Gaussian Process Dynamical Models." Journal of Advanced Computational Intelligence and Intelligent Informatics 21, no. 5 (September 20, 2017): 825–31. http://dx.doi.org/10.20965/jaciii.2017.p0825.
Повний текст джерелаBoczoń, Marta, and Jean-François Richard. "Balanced Growth Approach to Tracking Recessions." Econometrics 8, no. 2 (April 23, 2020): 14. http://dx.doi.org/10.3390/econometrics8020014.
Повний текст джерелаLarsson, Rolf. "APPROXIMATION OF THE ASYMPTOTIC DISTRIBUTION OF THE LOG LIKELIHOOD RATIO TEST FOR COINTEGRATION." Econometric Theory 15, no. 6 (December 1999): 789–813. http://dx.doi.org/10.1017/s0266466699156019.
Повний текст джерелаMoon, Todd K., and Jacob H. Gunther. "Estimation of Autoregressive Parameters from Noisy Observations Using Iterated Covariance Updates." Entropy 22, no. 5 (May 19, 2020): 572. http://dx.doi.org/10.3390/e22050572.
Повний текст джерелаGutiérrez-Gutiérrez, Jesús, Xabier Insausti, and Marta Zárraga-Rodríguez. "Applications of the Periodogram Method for Perturbed Block Toeplitz Matrices in Statistical Signal Processing." Mathematics 8, no. 4 (April 14, 2020): 582. http://dx.doi.org/10.3390/math8040582.
Повний текст джерелаDemetrescu, Matei, Helmut Lütkepohl, and Pentti Saikkonen. "Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term." Econometrics Journal 12, no. 3 (November 1, 2009): 414–35. http://dx.doi.org/10.1111/j.1368-423x.2009.00297.x.
Повний текст джерелаShea, B. L. "A NOTE ON THE GENERATION OF INDEPENDENT REALIZATIONS OF A VECTOR AUTOREGRESSIVE MOVING-AVERAGE PROCESS." Journal of Time Series Analysis 9, no. 4 (July 1988): 403–10. http://dx.doi.org/10.1111/j.1467-9892.1988.tb00479.x.
Повний текст джерелаChoi, ByoungSeon. "On the covariance matrix estimators of the white noise process of a vector autoregressive model." Communications in Statistics - Theory and Methods 23, no. 1 (January 1994): 249–56. http://dx.doi.org/10.1080/03610929408831251.
Повний текст джерелаWu, Hongmin, Yisheng Guan, and Juan Rojas. "Analysis of multimodal Bayesian nonparametric autoregressive hidden Markov models for process monitoring in robotic contact tasks." International Journal of Advanced Robotic Systems 16, no. 2 (March 1, 2019): 172988141983484. http://dx.doi.org/10.1177/1729881419834840.
Повний текст джерелаSaikkonen, Pentti, and Helmut Lütkepohl. "TESTING FOR THE COINTEGRATING RANK OF A VAR PROCESS WITH AN INTERCEPT." Econometric Theory 16, no. 3 (June 2000): 373–406. http://dx.doi.org/10.1017/s0266466600163042.
Повний текст джерелаHsiao, Cheng, and Siyan Wang. "Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process." Journal of Econometrics 135, no. 1-2 (November 2006): 427–63. http://dx.doi.org/10.1016/j.jeconom.2005.07.019.
Повний текст джерелаNorrulashikin, Siti Mariam. "An Investigation Towards The Suitability Of Vector Autoregressive Approach On Modeling Meteorological Data." Modern Applied Science 9, no. 11 (September 30, 2015): 89. http://dx.doi.org/10.5539/mas.v9n11p89.
Повний текст джерелаGao, Ang. "Transmission Machine of International Financial Crisis Based on VAR Model." Frontiers in Business, Economics and Management 5, no. 1 (August 26, 2022): 48–52. http://dx.doi.org/10.54097/fbem.v5i1.1429.
Повний текст джерелаMei, Bin, Michael Clutter, and Thomas Harris. "Modeling and forecasting pine sawtimber stumpage prices in the US South by various time series models." Canadian Journal of Forest Research 40, no. 8 (August 2010): 1506–16. http://dx.doi.org/10.1139/x10-087.
Повний текст джерелаMckenzie, Ed. "Some ARMA models for dependent sequences of poisson counts." Advances in Applied Probability 20, no. 4 (December 1988): 822–35. http://dx.doi.org/10.2307/1427362.
Повний текст джерелаMckenzie, Ed. "Some ARMA models for dependent sequences of poisson counts." Advances in Applied Probability 20, no. 04 (December 1988): 822–35. http://dx.doi.org/10.1017/s0001867800018395.
Повний текст джерелаRamajo, Julián, Miguel A. Márquez, and Geoffrey J. D. Hewings. "Spatiotemporal Analysis of Regional Systems." International Regional Science Review 40, no. 1 (July 27, 2016): 75–96. http://dx.doi.org/10.1177/0160017615571586.
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