Resolvent estimators for functional autoregressive processes with random coefficients

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2021.104884 ◽

2021 ◽

pp. 104884

Author(s):

Souad Boukhiar ◽

Tahar Mourid

Keyword(s):

Random Coefficients ◽

Autoregressive Processes

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Random coefficients integer-valued threshold autoregressive processes driven by logistic regression

AStA Advances in Statistical Analysis ◽

10.1007/s10182-020-00379-0 ◽

2020 ◽

Author(s):

Kai Yang ◽

Han Li ◽

Dehui Wang ◽

Chenhui Zhang

Keyword(s):

Logistic Regression ◽

Random Coefficients ◽

Autoregressive Processes ◽

Threshold Autoregressive

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Optimal rate for covariance operator estimators of functional autoregressive processes with random coefficients

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2018.07.009 ◽

2019 ◽

Vol 169 ◽

pp. 130-137 ◽

Author(s):

Abdelaziz Allam ◽

Tahar Mourid

Keyword(s):

Random Coefficients ◽

Optimal Rate ◽

Covariance Operator ◽

Autoregressive Processes

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Random coefficients bifurcating autoregressive processes

ESAIM Probability and Statistics ◽

10.1051/ps/2013042 ◽

2014 ◽

Vol 18 ◽

pp. 365-399 ◽

Author(s):

Benoîte de Saporta ◽

Anne Gégout-Petit ◽

Laurence Marsalle

Keyword(s):

Random Coefficients ◽

Autoregressive Processes

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First-order random coefficients integer-valued threshold autoregressive processes

AStA Advances in Statistical Analysis ◽

10.1007/s10182-017-0306-3 ◽

2017 ◽

Vol 102 (3) ◽

pp. 305-331 ◽

Author(s):

Han Li ◽

Kai Yang ◽

Shishun Zhao ◽

Dehui Wang

Keyword(s):

Random Coefficients ◽

Autoregressive Processes ◽

Threshold Autoregressive ◽

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APPLICATION OF INVERS PROBLEM SOLUTIONS OF THE LINEAR AUTOREGRESSIVE PROCESSES FOR POWER EQUIPMENT VIBROMONITORING

Tekhnichna Elektrodynamika ◽

10.15407/techned2016.021.083 ◽

2016 ◽

Vol 2016 (2) ◽

pp. 83-89 ◽

Author(s):

V. Zvarich ◽

Keyword(s):

Power Equipment ◽

Autoregressive Processes

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Identification of Systems Parameters of Autoregressive Equations with Random Coefficients and Known Covariance Matrices

Journal of Automation and Information Sciences ◽

10.1615/jautomatinfscien.v45.i9.20 ◽

2013 ◽

Vol 45 (9) ◽

pp. 13-33 ◽

Author(s):

Alexander P. Sarychev

Keyword(s):

Covariance Matrices ◽

Random Coefficients

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Estimation and prediction for non-Gaussian autoregressive processes

10.31274/rtd-180813-13308 ◽

1997 ◽

Author(s):

Pradipta Sarkar

Keyword(s):

Autoregressive Processes ◽

Estimation And Prediction ◽

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Simple and Efficient Estimation of Parameters of Non-Gaussian Autoregressive Processes

10.21236/ada175395 ◽

1986 ◽

Author(s):

Steven M. Kay ◽

Debasis Sengupta

Keyword(s):

Efficient Estimation ◽

Autoregressive Processes ◽

Estimation Of Parameters ◽

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Multiscale Autoregressive Processes. Part 2. Lattice Structures for Whitening and Modeling

10.21236/ada264600 ◽

1992 ◽

Author(s):

Michele Basseville ◽

Albert Benveniste ◽

Alan S. Willsky

Keyword(s):

Lattice Structures ◽

Autoregressive Processes

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An Adaptive ANOVA-Based Data-Driven Stochastic Method for Elliptic PDE with Random Coefficients

10.21236/ada560090 ◽

2012 ◽

Author(s):

Xin Hu ◽

Guang Lin ◽

Thomas Y. Hou ◽

Pengchong Yan

Keyword(s):

Random Coefficients ◽

Stochastic Method ◽

Data Driven ◽

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