Empirical Likelihood for a First-Order Generalized Random Coefficient Integer-Valued Autoregressive Process. [PDF]
J Syst Sci Complex, 2023 Cheng J, Wang X, Wang D.
europepmc +1 more source
The Geography of Success: A Spatial Analysis of Export Intensity in the Italian Wine Industry
Agribusiness, EarlyView.ABSTRACT This paper investigates the paradox of how Italy's fragmented, SME‐dominated wine industry achieves global export success. Moving beyond purely firm‐centric explanations, we test whether export intensity is spatially dependent, clustering geographically in regional ecosystems.
Nicolas Depetris Chauvin, Jonas Di Vita
wiley +1 more source
Change-point analysis through integer-valued autoregressive process with application to some COVID-19 data. [PDF]
Stat Neerl, 2022 Chattopadhyay S +3 more
europepmc +1 more source
Decomposition of an autoregressive process into first order processes
Journal of Multivariate Analysis, 2016 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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ACCUMULATED PREDICTION ERRORS, INFORMATION CRITERIA AND OPTIMAL FORECASTING FOR AUTOREGRESSIVE TIME SERIES [PDF]
The predictive capability of a modification of Rissanen's accumulated prediction error (APE) criterion, APE$_{\delta_{n}}$,is investigated in infinite-order autoregressive (AR($\infty$)) models.
Ching-Kang Ing
core
An exponential continuous time GARCH process [PDF]
, 2006 In this paper we introduce an exponential continuous time GARCH(p,q) process. It is defined in such a way that it is a continuous time extension of the discrete time EGARCH(p,q) process. We investigate stationarity and moment properties of the new model.
Haug, Stephan +3 more
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Cost Pass‐Through in Crisis: Evidence From the German Malt‐Beer Supply Chain
Agribusiness, EarlyView.Abstract Global agri‐food supply chains are increasingly exposed to geopolitical shocks, climate volatility, and market consolidation, factors that disrupt traditional price relationships and reshape market power dynamics. Nowhere is this more visible than in the brewing sector, where agricultural raw materials meet complex industrial processing and ...
Nikolas Bublik, Lukáš Čechura
wiley +1 more source
Continuous Time Autoregressive Moving Average Processes Driven by Semi-Levy Process
پژوهشهای ریاضی, 2020 Introduction A flexible and tractable class of linear models is Autoregressive moving average (ARMA) process that are in effect of discrete noises. The continuous time ARMA (CARMA) processes have wide applications in many data modeling where are more ...
Navideh Modarresi +2 more
doaj
Modeling Measurement as a Sequential Process: Autoregressive Confirmatory Factor Analysis (AR-CFA)
Frontiers in Psychology, 2019 To model data from multi-item scales, many researchers default to a confirmatory factor analysis (CFA) approach that restricts cross-loadings and residual correlations to zero.
Ozlem Ozkok +5 more
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Estimation for Autoregressive Processes with Unit Roots
The Annals of Statistics, 1979 Let $Y_t$ satisfy the stochastic difference equation $Y_t = \sum^p_{j = 1}\eta_jY_{t - j} + e_t$ for $t = 1, 2, \cdots$, where the $e_t$ are independent identically distributed $(0, \sigma^2)$ random variables and the initial conditions $(Y_{-p + 1}, Y_{-p + 2}, \cdots, Y_0)$ are fixed constants.
Hasza, David P., Fuller, Wayne A.
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