Results 31 to 40 of about 291,412 (338)
Model Selection in Threshold Models [PDF]
, 2004 This paper considers information criteria as model evaluation tools for nonlinear threshold models. Results concerning the consistency of information criteria in selecting the lag order of linear autoregressive models are extended to nonlinear ...
Kapetanios, George
core +1 more source
Quantile correlations and quantile autoregressive modeling [PDF]
, 2012 In this paper, we propose two important measures, quantile correlation (QCOR) and quantile partial correlation (QPCOR). We then apply them to quantile autoregressive (QAR) models, and introduce two valuable quantities, the quantile autocorrelation ...
Li, Guodong, Li, Yang, Tsai, Chih-Ling
core +1 more source
A Novel Method of Adaptive Kalman Filter for Heading Estimation Based on an Autoregressive Model
Applied Sciences, 2019 With the popularity of smartphones and the development of microelectromechanical system (MEMS), the pedestrian dead reckoning (PDR) algorithm based on the built-in sensors of a smartphone has attracted much research.
Dashuai Chai +2 more
doaj +1 more source
Walailak Journal of Science and Technology, 2012 Guttman and Tiao [1], and Chang [2] showed that the effect of outliers may cause serious bias in estimating autocorrelations, partial correlations, and autoregressive moving average parameters (cited in Chang et al. [3]).
Wararit PANICHKITKOSOLKUL
doaj +1 more source
Bitcoin and the South Sea Company: A comparative analysis
Revista Finanzas y Política Económica, 2021 This paper examines historical Bitcoin price data together with the price data of a well-known and generally accepted historical asset price bubble (the 1720 South Sea Bubble) with the aim of identifying possible similarities.
Michael Demmler +1 more
doaj +1 more source
International Entrepreneurship Review, 2022 Objective: The aim of the article was to forecast the necessary pace of changes in the share of RES in the V4 countries resulting from the EU’s renewable energy sources directive compared to other European Union countries.
Krzysztof Adam Firlej, Marcin Stanuch
doaj +1 more source
Empirical likelihood inference in autoregressive models with time-varying variances
Statistical Theory and Related Fields, 2022 This paper develops the empirical likelihood ( $ \mathrm {EL} $ ) inference procedure for parameters in autoregressive models with the error variances scaled by an unknown nonparametric time-varying function.
Yu Han, Chunming Zhang
doaj +1 more source
The tail of the stationary distribution of a random coefficient AR(q) model
, 2004 We investigate a stationary random coefficient autoregressive process. Using renewal type arguments tailor-made for such processes, we show that the stationary distribution has a power-law tail.
Kluppelberg, Claudia +1 more
core +2 more sources
Autoregressive Diffusion Models
, 2021 We introduce Autoregressive Diffusion Models (ARDMs), a model class encompassing and generalizing order-agnostic autoregressive models (Uria et al., 2014) and absorbing discrete diffusion (Austin et al., 2021), which we show are special cases of ARDMs under mild assumptions. ARDMs are simple to implement and easy to train. Unlike standard ARMs, they do
Hoogeboom, Emiel +5 more
openaire +2 more sources
Energies, 2022 Renewable energy is crucial for achieving net zero emissions. Taiwan has abundant wind resources and most major wind farms are offshore over the Taiwan Strait due to a lack of space on land.
Ke-Sheng Cheng +2 more
doaj +1 more source