Noninformative priors and frequentist risks of bayesian estimators of vector-autoregressive models [PDF]
, 2003 Shawn Ni, Dongchu Sun
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Journal of Adolescence, EarlyView.ABSTRACT Introduction The COVID‐19 pandemic posed major challenges to parent–adolescent relationships under global stressors. Scant research has examined changes in the daily links between parenting behaviors and adolescent maladjustment before and after the onset of the pandemic.
Yiqun Wu, Kehan Li, Yao Zheng
wiley +1 more source
Regression quantiles for unstable autoregressive models [PDF]
, 2003 Shiqing Ling, Michael McAleer
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A Person- and Time-Varying Vector Autoregressive Model to Capture Interactive Infant-Mother Head Movement Dynamics. [PDF]
Multivariate Behav Res, 2021 Chen M +4 more
europepmc +1 more source
European Journal of Personality, EarlyView., 2020 Abstract Vocational interests are traditionally conceived as stable preferences for different activities. However, recent theorizing suggests their intraindividual variability. This preregistered experience sampling study examined intraindividual variation in selected vocational interests states and related situation and person factors (N = 237 ...
Lena Roemer +3 more
wiley +1 more source
Time-Series Analysis of Deformation and Induced Factors of Reservoir Landslide Deposits
Renmin ZhujiangThe major hydropower projects are significantly influenced by triggering factors such as heavy rainfall and reservoir water level fluctuations, which affect the deformation and stability of landslide deposits on reservoir banks.
TANG Luyun, WANG Rubin
doaj
A hybrid method for biometric authentication-oriented face detection using autoregressive model with Bayes Backpropagation Neural Network. [PDF]
Soft comput, 2021 Vasanthi M, Seetharaman K.
europepmc +1 more source
The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model [PDF]
, 2003 Søren Johansen
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Small Sample Properties of Forecasts from Autoregressive Models Under Structural Breaks [PDF]
, 2003 M. Hashem Pesaran, Allan Timmermann
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Dynamic Mixture Vector Autoregressions With Score‐Driven Weights
Journal of Applied Econometrics, EarlyView.ABSTRACT We propose a novel dynamic mixture vector autoregressive (VAR) model where the time‐varying mixture weights are driven by the predictive likelihood score. Intuitively, the weight of a component VAR model is increased in the subsequent period if the current observation is more likely to be drawn from this state.
Alexander Georges Gretener +2 more
wiley +1 more source