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A Conway–Maxwell–Poisson-Binomial AR(1) Model for Bounded Time Series Data [PDF]
Entropy, 2023 Binomial autoregressive models are frequently used for modeling bounded time series counts. However, they are not well developed for more complex bounded time series counts of the occurrence of n exchangeable and dependent units, which are becoming ...
Huaping Chen, Jiayue Zhang, Xiufang Liu
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Lietuvos Matematikos Rinkinys, 2021 In this paper we investigate a simple AR(1) model by testing a presence of changed segment in a data. We suggest test statistics based on a behavior of partial sums of residuals.
Irma Rastenė
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Implied Volatility Prediction Based on Different Term Structures: An Empirical Study of the SSE 50 ETF Options Market from High-Frequency Data [PDF]
E3S Web of Conferences, 2021 This article focuses on the implied volatility forecast of the SSE 50 ETF options market from June 1, 2017, to August 30, 2019, and constructs AR (1) model and ARMA-GARCH model based on liquidity characteristics to compare and analyze the prediction ...
Yang Wenqi, Ma Jingkun
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BMJ Open, 2021 Objectives Kashgar, located in Xinjiang, China has a high incidence of tuberculosis (TB) making prevention and control extremely difficult. In addition, there have been very few prediction studies on TB incidence here. We; therefore, considered it a high
Kai Wang +4 more
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HIF-1-Dependent Induction of β3 Adrenoceptor: Evidence from the Mouse Retina
Cells, 2022 A major player in the homeostatic response to hypoxia is the hypoxia-inducible factor (HIF)-1 that transactivates a number of genes involved in neovessel proliferation in response to low oxygen tension.
Rosario Amato +10 more
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Controlled Parameter Estimation for The AR(1) Model with Stationary Gaussian Noise
Fractal and Fractional, 2022 This paper deals with the maximum likelihood estimator for the parameter of first-order autoregressive models driven by the stationary Gaussian noises (Colored noise) together with an input. First, we will find the optimal input that maximizes the Fisher
Lin Sun, Chunhao Cai, Min Zhang
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Stochastic simulation in reservoir sedimentation estimation: application in a PCH
Anais da Academia Brasileira de Ciências, 2022 In reservoir projects it is important to estimate when the accumulated sediments will start to interfere with their functions. However, predicting silting is difficult because the processes involved have some uncertainties.
EMMANUEL K.C. TEIXEIRA +4 more
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Modeling Best Practice Life Expectancy Using Gumbel Autoregressive Models
Risks, 2021 Best practice life expectancy has recently been modeled using extreme value theory. In this paper we present the Gumbel autoregressive model of order one—Gumbel AR(1)—as an option for modeling best practice life expectancy. This class of model represents
Anthony Medford
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Estimation of heritability using half-sib model under correlated errors
Indian Journal of Animal Sciences, 2022 In general, statistical models for estimation of heritability follow certain assumptions, i.e. random components including the error follow a normal distribution and are identically independently distributed.
AMRIT KUMAR PAUL +3 more
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On the Use of Copula for Quality Control Based on an AR(1) Model
Mathematics, 2021 Manufacturing for a multitude of continuous processing applications in the era of automation and ‘Industry 4.0’ is focused on rapid throughput while producing products of acceptable quality that meet customer specifications.
Timothy M. Young +2 more
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