Results 31 to 40 of about 103,352 (315)

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

Forecasting the development of renewable energy sources in the Visegrad Group countries against the background of the European Union

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

Nested AutoRegressive Models

CoRR
AutoRegressive (AR) models have demonstrated competitive performance in image generation, achieving results comparable to those of diffusion models. However, their token-by-token image generation mechanism remains computationally intensive and existing solutions such as VAR often lead to limited sample diversity.
Hongyu Wu, Xuhui Fan 0001, Zhangkai Wu, Longbing Cao   +3 more
openaire   +2 more sources

Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic Disturbances [PDF]

, 2014
This paper develops a unified framework for fixed and random effects estimation of higher-order spatial autoregressive panel data models with spatial autoregressive disturbances and heteroskedasticity of unknown form in the idiosyncratic error component.
Badinger, Harald, Egger, Peter
core   +1 more source

Profit rates in the developed capitalist economies: a time series investigation [PDF]

PSL Quarterly Review, 2017
This paper examines whether there is empirical evidence to support the hypothesis of a secular decline in the economy-wide profit rates, as predicted by classical economic theories. We specifically consider profit rates in the OECD economies based on the
Ivan D. Trofimov
doaj  

Wind and Sea Breeze Characteristics for the Offshore Wind Farms in the Central Coastal Area of Taiwan

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, Cheng-Yu Ho, Jen-Hsin Teng   +2 more
doaj   +1 more source

First-order planar autoregressive model

Modern Stochastics: Theory and Applications
This paper establishes the conditions for the existence of a stationary solution to the first-order autoregressive equation on a plane as well as properties of the stationary solution.
Sergiy Shklyar
doaj   +1 more source

A Unified Test for the AR Error Structure of an Autoregressive Model

Axioms, 2022
A direct application of autoregressive (AR) models with independent and identically distributed (iid) errors is sometimes inadequate to fit the time series data well.
Xinyi Wei, Xiaohui Liu, Yawen Fan, Li Tan, Qing Liu   +4 more
doaj   +1 more source

Boosting Nonlinear Additive Autoregressive Time Series [PDF]

, 2007
Within the last years several methods for the analysis of nonlinear autoregressive time series have been proposed. As in linear autoregressive models main problems are model identification, estimation and prediction.
Tutz, Gerhard, Shafik, Nivien
core   +1 more source

Nonlinearity and Spatial Autocorrelation in Species Distribution Modeling: An Example Based on Weakfish (Cynoscion regalis) in the Mid-Atlantic Bight

Fishes, 2022
Nonlinearity and spatial autocorrelation are common features observed in marine fish datasets but are often ignored or not considered simultaneously in modeling. Both features are often present within ecological data obtained across extensive spatial and
Yafei Zhang, Yan Jiao, Robert J. Latour
doaj   +1 more source