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A bootstrap test in a simple AR (1) model
1991L'article presente une procedure bootstrap de test de racine unite dans un modele AR (1), basee sur le reechantillonnage des residus. Le bootstrap est mis en oeuvre sous l'hypothese nulle et sous des alternatives locales afin de determiner la puissance du test.
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On non-Gaussian AR(1) inflation modeling
2012A severe limitation of the original autoregressive process of order one or AR(1) process is the Gaussian nature of the assumed residual error distribution while the observed sample residual errors tend to be much more skewed and have a much higher kurtosis than is allowed by a normal distribution.
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Application of improved AR(1) model in DNS
Journal of Computer Applications, 2010Wei ZHENG, Da-wu GU, Hai-ning LU
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A new look at the statistical model identification
IEEE Transactions on Automatic Control, 1974H Akaike
exaly
ESTIMATION OF AR(1) MODELS WITH MISSING VALUES
Advances and Applications in Statistics, 2016Sayed Mesheal El-Sayed +2 more
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Bayesian Model Averaging for Linear Regression Models
Journal of the American Statistical Association, 1997Adrian E Raftery +2 more
exaly