Results 101 to 110 of about 45,179 (311)
A Generalized Portmanteau Test for Independence of Two Infinite Order Vector Autoregressive Series [PDF]
In many situations, we want to verify the existence of a relationship between multivariate time series. Here, we propose a semiparametric approach for testing the independence between two infinite order vector autoregressive (VAR()) series which is an ...
Chafik Bouhaddioui, Roch Roy
core
First order autoregressive semi-a-Lailace process
First order autoregressive process with semi-a-Laplace marginal distributions is developed. This extends the Linnik process of Anderson and Arnold (1993).
Jayakumar, K.
core +1 more source
Large Language Model‐Based Chatbots in Higher Education
The use of large language models (LLMs) in higher education can facilitate personalized learning experiences, advance asynchronized learning, and support instructors, students, and researchers across diverse fields. The development of regulations and guidelines that address ethical and legal issues is essential to ensure safe and responsible adaptation
Defne Yigci +4 more
wiley +1 more source
On The Modified Divergence Information Criterion
In this work (paper), we investigate about the robustness of the modified divergence Information Criterion (MDIC), which proposed by Mantalos, Mattheou and Karagrigoriou (2008), to determine the probability of the Criterion picking up the true lag for ...
J. A. Naser
doaj
Robust Regression Analysis of Longitudinal Data under Censoring
We consider regression analysis of longitudinal data when the temporal correlation is modeled by an autoregressive process. Robust R estimators of regression and autoregressive parameters are obtained.
Somnath Datta
doaj +1 more source
Testing the stability of the functional autoregressive process
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lajos Horváth +2 more
openaire +2 more sources
A physics‐guided deep learning framework, ParamNet, is introduced for the intelligent self‐inversion of vacuum optical tweezers. By fuzing dual‐branch time–frequency features with physical dynamical constraints, it achieves high‐accuracy calibration of trap parameters from short‐window, low‐frequency trajectories, outperforming traditional methods ...
Qi Zheng +4 more
wiley +1 more source
An unconditional maximum likelihood test for a unit root [PDF]
We investigate a test for unit roots in autoregressive time series based on maximization of the unconditional likelihood. This is the likelihood function appropriate for stationary time series.
González-Farias, Graciela +1 more
core
Abstract The current study seeks to explore the reciprocal associations between mentor–mentee relationship strength and relationships with parents and peers across 2 years of mentoring. It is a secondary analysis of data collected by a national mentoring organization from youth (N = 1368; M age = 11.5 years; 59% female; White [n = 629], 30% Black [n ...
Westley L. Fallavollita +1 more
wiley +1 more source
Change in autoregressive processes
The paper studies the detection of a possible change in a stationary autoregressive process of order \(r\). The test statistics are based on weighted supremum and \(L_ p\)-functionals of the residual sums. Some limit theorems are proven under necessary and sufficient conditions.
openaire +1 more source

