Results 111 to 120 of about 198 (153)

A class of transformed joint quantile time series models with applications to health studies. [PDF]

Comput Stat
Tourani-Farani F, Aghabazaz Z, Kazemi I.
europepmc   +1 more source

On the least squares estimator in a nearly unstable sequence of stationary spatial AR models

A nearly unstable sequence of stationary spatial autoregressive processes is investigated, when the sum of the absolute values of the autoregressive coefficients tends to one.
Baran, Sándor, Pap, Gyula
core  

Surface Functional Models. [PDF]

J Multivar Anal, 2020
Chen Z, Hu J, Zhu H.
europepmc   +1 more source

A non-linear integer-valued autoregressive model with zero-inflated data series. [PDF]

J Appl Stat
Popović PM, Bakouch HS, Ristić MM.
europepmc   +1 more source

Bayesian estimation of subset threshold autoregressions: short-term forecasting of traffic occupancy. [PDF]

J Appl Stat, 2020
Giacomazzo M, Kamarianakis Y.
europepmc   +1 more source

GARTFIMA process and its empirical spectral density based estimation. [PDF]

J Appl Stat
Bhootna N, Kumar A.
europepmc   +1 more source

Blind Source Separation for Compositional Time Series. [PDF]

Math Geosci, 2021
Nordhausen K, Fischer G, Filzmoser P.
europepmc   +1 more source

Enhancing stock market trend reversal prediction using feature-enriched neural networks. [PDF]

Heliyon
Song Y.
europepmc   +1 more source

Variable selection in generalized random coefficient autoregressive models. [PDF]

J Inequal Appl, 2018
Zhao Z, Liu Y, Peng C.
europepmc   +1 more source

Departure from normality of increasing-dimension martingales

In this paper, we consider sequences of vector martingale differences of increasing dimension. We show that the Kantorovich distance from the distribution of the k(n)-dimensional average of n martingale differences to the corresponding Gaussian ...
Arbus, Ignacio
core