Results 261 to 270 of about 62,954 (311)

Comparison of Stock Mutual Fund Price Forecasting Results Using ARIMA and Neural Network Autoregressive Model

Sri Novi Elizabeth Sianturi, Betty Subartini, Sukono Sukono   +2 more
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Prioritization of the Sustainable Development Goals: Developing and Testing a Novel Framework Under Varying Geographic Scales

Sustainable Development, EarlyView.
ABSTRACT This study develops and tests a novel prioritization framework for the Sustainable Development Goals (SDGs) under varying geographic scales (regional, sub‐regional, national), focusing on the Middle East and North Africa (MENA) region as a pilot case.
Lea Issa, Mutasem El Fadel
wiley   +1 more source

compared eight methods for generating the initial value and the impact of these methods to estimate the parameter of a autoregressive model

, 2011
محمد جاسم محمد, سهيل نجم عبد الله   +1 more
openalex   +1 more source

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REGRESSION, AUTOREGRESSION MODELS

Journal of Time Series Analysis, 1986
Abstract.The accuracy of least squares fitted regression autoregression models as approximations to more general stochastic structures is considered, attention being paid to the accuracy of the estimates of coefficients, of the innovations sequence and to the behaviour of the order (i.e., maximum lag) as determined by methods such as IAC, BIC.
Hannan, E. J., Kavalieris, L.
openaire   +2 more sources

Inverse Gaussian Autoregressive Models

Journal of Time Series Analysis, 1999
A first‐order autoregressive process with one‐dimensional inverse Gaussian marginals is introduced. The innovation distributions are obtained in certain special cases. The unknown parameters are estimated using different methods and these estimators are shown to be consistent and asymptotically normal.
Abraham, B., Balakrishna, N.
openaire   +2 more sources

Multivariate Hysteretic Autoregressive Models

Statistica Sinica, 2020
Summary: This paper proposes a multivariate hysteretic autoregressive model with multiple threshold variables for modeling nonlinear time series. The proposed model encompasses the two-regime multivariate threshold autoregressive model and the hysteretic autoregressive model as special cases.
openaire   +1 more source

Functional Threshold Autoregressive Model

Statistica Sinica
Summary: We propose a functional threshold autoregressive model for flexible functional time series modeling. In particular, the behavior of a function at a given time point can be described by different autoregressive mechanisms, depending on the values of a threshold variable at a past time point. Sufficient conditions for the strict stationarity and
Li, Yuanbo, Chen, Kun, Zheng, Xunze, Yau, Chun Yip   +3 more
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Averaged Autoregression Quantiles in Autoregressive Model

2020
This paper considers the averaged autoregression quantile in autoregressive models. Our primary interest is its structure, qualities, and its applications. Moreover, under the local heteroscedasticity we investigate the properties of averaged autoregression quantile. For an illustration, a simulation study is provided.
Yeşim Güney, Jana Jurečková, Olcay Arslan   +2 more
openaire   +1 more source

NON‐NEGATIVE AUTOREGRESSIVE MODELS

Journal of Time Series Analysis, 1992
Abstract. Consider a stationary non‐negative autoregressive (AR) model given xt=b1xt‐1, +…+bpxt‐p+et, where the et are independent identically distributed non‐negative variables and b1, …, bp are non‐negative parameters, and all the roots of the equation 1 –b1u–…–bpup= 0 are outside the unit circle.
openaire   +1 more source