Least-squares estimation and ANOVA for periodic autoregressive time series

2004 ◽  
Vol 69 (3) ◽  
pp. 287-297 ◽  
Author(s):  
Q. Shao ◽  
P.P. Ni
Keyword(s):  
Time Series ◽  
Least Squares ◽  
Least Squares Estimation ◽  
Autoregressive Time Series

The validity of least squares estimation in a time series model using the bootstrap methodology

1988 ◽  
Vol 7 (4) ◽  
pp. 261-267 ◽  
Author(s):  
Mun Son ◽  
Hosny Hamdy ◽  
Mohammad Almahmeed ◽  
Bruce Sindahl
Keyword(s):  
Time Series ◽  
Least Squares ◽  
Time Series Model ◽  
Least Squares Estimation ◽  
Bootstrap Methodology

scholarly journals Bootstrapping periodically autoregressive models

2017 ◽  
Vol 21 ◽  
pp. 394-411
Author(s):  
Gabriela Ciołek ◽  
Paweł Potorski
Keyword(s):  
Time Series ◽  
Least Squares ◽  
Autoregressive Models ◽  
Wild Bootstrap ◽  
Autoregressive Time Series ◽  
Least Squares Estimators ◽  
Theoretical Considerations

The main objective of this paper is to establish the residual and the wild bootstrap procedures for periodically autoregressive models. We use the least squares estimators of model’s parameters and generate their bootstrap equivalents. We prove that the bootstrap procedures for causal periodic autoregressive time series with finite fourth moments are weakly consistent. Finally, we confirm our theoretical considerations by simulations.

Update two-dimensional SAR offset tracking deformation time series with complex sequential least squares estimation

2021 ◽  
Vol 12 (3) ◽  
pp. 247-256
Author(s):  
Bao-Hang Wang ◽  
Chao-Ying Zhao ◽  
Qin Zhang ◽  
Li-Quan Chen ◽  
Heng-Yi Chen
Keyword(s):  
Time Series ◽  
Least Squares ◽  
Least Squares Estimation ◽  
Two Dimensional ◽  
Offset Tracking
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