Results 111 to 120 of about 45,001 (165)

Learning High-dimensional Generalized Linear Autoregressive Models. [PDF]

IEEE Trans Inf Theory, 2019
Hall EC, Raskutti G, Willett RM.
europepmc   +1 more source

Nonlinear Structural Vector Autoregressive Models with Application to Directed Brain Networks. [PDF]

IEEE Trans Signal Process, 2019
Shen Y, Giannakis GB, Baingana B.
europepmc   +1 more source

Inferring correlations associated to causal interactions in brain signals using autoregressive models. [PDF]

Sci Rep, 2019
López-Madrona VJ, Matias FS, Mirasso CR, Canals S, Pereda E.   +4 more
europepmc   +1 more source

Variable selection in generalized random coefficient autoregressive models. [PDF]

J Inequal Appl, 2018
Zhao Z, Liu Y, Peng C.
europepmc   +1 more source

Identifiability and estimation of structural vector autoregressive models for subsampled and mixed-frequency time series. [PDF]

Biometrika, 2019
Tank A, Fox EB, Shojaie A.
europepmc   +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.
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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
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Grouped spatial autoregressive model

Computational Statistics & Data Analysis, 2023
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Danyang Huang, Wei Hu, Bingyi Jing, Bo Zhang   +3 more
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