Results 111 to 120 of about 45,179 (311)
Estimation in threshold autoregressive models with a stationary and a unit root regime [PDF]
This paper treats estimation in a class of new nonlinear threshold autoregressive models with both a stationary and a unit root regime. Existing literature on nonstationary threshold models have basically focused on models where the nonstationarity can ...
Dag Tjøstheim, Jiti Gao, Jiying Yin
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Bootstrap tests for unit root AR(1) models [PDF]
, 1993 In this paper, we propose bootstrap tests for unit roots in first-order autoregressive models. We provide the bootstrap functional limit theory needed to prove the asymptotic validity of these tests both for independent and autoregressive errors; in this
Ferretti, Nélida, Romo, Juan
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American Journal of Industrial Medicine, EarlyView.ABSTRACT Introduction Firefighters may experience occupational exposure to per‐ and polyfluoroalkyl substances (PFAS). Volunteer firefighters make up 65% of the US fire service, but their serum PFAS profiles have not been well characterized. This study aims to (1) describe PFAS serum profiles among US volunteer firefighters from 9 states enrolled in ...
Katherine A. Lubina +16 more
wiley +1 more source
On the Distribution of the Residual Cross-Correlations between Two Uncorrelated Infinite Order Vector Autoregressive Series [PDF]
Here we derive the asymptotic distribution of an arbitrary vector of residual cross-correlations resulting from the fitting of finite autoregressions to two uncorrelated infinite order vector autoregressive series. Its asymptotic distribution is the same
Chafik Bouhaddioui, Roch Roy
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AI‐Driven Mapping of Seizure Spread Patterns
Annals of Neurology, EarlyView.Objective The focus of epilepsy research has largely been on seizure onset; however, physicians typically examine the patterns of seizure spread past seizure onset as well. This study aims to align automated seizure analysis with clinical practice, leverage deep learning to standardize seizure annotations that varies among physicians, and understand ...
Andrew Y. Revell +13 more
wiley +1 more source
Estimation of the Autoregressive Order in the Presence of Measurement Errors [PDF]
Most of the existing autoregressive models presume that the observations are perfectly measured. In empirical studies, the variable of interest is unavoidably measured with various kinds of errors.
Terence Tai-Leung Chong +2 more
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Advances in causal discovery methods for ecological time series
Biological Reviews, EarlyView.ABSTRACT Recent advances in data collection technologies (e.g. automated sensor networks, satellite remote sensing, and high‐throughput sequencing) have greatly expanded the availability of ecological time series, enabling new opportunities for causal analyses in dynamic ecosystems.
Kenta Suzuki +6 more
wiley +1 more source
MathematicsIn this paper, a size-biased Lindley (SBL) first-order autoregressive (AR(1)) process is proposed, the so-called SBL-AR(1). Some probabilistic and statistical properties of the proposed process are determined, including the distribution of its innovation
Hassan S. Bakouch +3 more
doaj +1 more source
Testing for the Cointegrating Rank of a Vector Autoregressive Process with Uncertain Deterministic Trend Term [PDF]
When applying Johansen's procedure for determining the cointegrating rank to systems of variables with linear deterministic trends, there are two possible tests to choose from.
Matei Demetrescu +2 more
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Business Strategy and the Environment, EarlyView.ABSTRACT Energy is a fundamental driver of economic growth, shaping productivity, industrialization, and long‐term economic resilience. In sub‐Saharan Africa (SSA), where energy access remains uneven and infrastructure is underdeveloped, understanding sector‐specific energy demand is essential for designing sustainable energy strategies.
Michael Appiah +3 more
wiley +1 more source