MARGINALS OF MULTIVARIATE FIRST-ORDER AUTOREGRESSIVE TIME SERIES MODELS

Journal of Time Series Analysis ◽

10.1111/j.1467-9892.1988.tb00456.x ◽

1988 ◽

Vol 9 (1) ◽

pp. 89-97 ◽

Author(s):

Antonie Stam ◽

Steven C. Hillmer

Keyword(s):

Time Series ◽

Time Series Models ◽

Autoregressive Time Series ◽

Download Full-text

Changes of Variance in First-Order Autoregressive Time Series Models-With an Application

Journal of the Royal Statistical Society Series C (Applied Statistics) ◽

10.2307/2347232 ◽

1976 ◽

Vol 25 (3) ◽

pp. 248 ◽

Author(s):

Dean W. Wichern ◽

Robert B. Miller ◽

Der-Ann Hsu

Keyword(s):

Time Series ◽

Time Series Models ◽

Autoregressive Time Series ◽

Download Full-text

Priors and component structures in autoregressive time series models

Journal of the Royal Statistical Society Series B (Statistical Methodology) ◽

10.1111/1467-9868.00208 ◽

1999 ◽

Vol 61 (4) ◽

pp. 881-899 ◽

Author(s):

G. Huerta ◽

M. West

Keyword(s):

Time Series ◽

Time Series Models ◽

Autoregressive Time Series

Download Full-text

A robust regression model for a first-order autoregressive time series with unequal spacing: application to water monitoring

Journal of the Royal Statistical Society Series C (Applied Statistics) ◽

10.1111/j.1467-9876.2005.05511.x ◽

2005 ◽

Vol 54 (4) ◽

pp. 769-780 ◽

Author(s):

E. Andres Houseman

Keyword(s):

Time Series ◽

Regression Model ◽

Robust Regression ◽

Water Monitoring ◽

Autoregressive Time Series ◽

Download Full-text

Subset selection of autoregressive time series models

Journal of Forecasting ◽

10.1002/(sici)1099-131x(199912)18:7<505::aid-for728>3.0.co;2-u ◽

1999 ◽

Vol 18 (7) ◽

pp. 505-516 ◽

Author(s):

Cathy W. S. Chen

Keyword(s):

Time Series ◽

Subset Selection ◽

Time Series Models ◽

Autoregressive Time Series ◽

Download Full-text

Smooth buffered autoregressive time series models

Journal of Statistical Planning and Inference ◽

10.1016/j.jspi.2019.09.012 ◽

2020 ◽

Vol 206 ◽

pp. 196-210

Author(s):

Renjie Lu ◽

Philip L.H. Yu

Keyword(s):

Time Series ◽

Time Series Models ◽

Autoregressive Time Series

Download Full-text

Long Term Sensor Malfunction Detection and Data Regeneration using Autoregressive Time Series Models

Structural Health Monitoring 2017 ◽

10.12783/shm2017/14211 ◽

2017 ◽

Author(s):

JACK REILLY ◽

BRANKO GLISIC

Keyword(s):

Time Series ◽

Time Series Models ◽

Autoregressive Time Series

Download Full-text

Mixture periodic autoregressive time series models

Statistics & Probability Letters ◽

10.1016/j.spl.2005.09.015 ◽

2006 ◽

Vol 76 (6) ◽

pp. 609-618 ◽

Author(s):

Q. Shao

Keyword(s):

Time Series ◽

Time Series Models ◽

Autoregressive Time Series

Download Full-text

A divergence test for autoregressive time series models

Statistical Methodology ◽

10.1016/j.stamet.2011.04.006 ◽

2011 ◽

Vol 8 (5) ◽

pp. 442-450 ◽

Author(s):

S. Lee ◽

A. Karagrigoriou

Keyword(s):

Time Series ◽

Time Series Models ◽

Autoregressive Time Series

Download Full-text

Single-Index Additive Vector Autoregressive Time Series Models

Scandinavian Journal of Statistics ◽

10.1111/j.1467-9469.2009.00641.x ◽

2009 ◽

Vol 36 (3) ◽

pp. 369-388 ◽

Author(s):

YEHUA LI ◽

MARC G. GENTON

Keyword(s):

Time Series ◽

Time Series Models ◽

Autoregressive Time Series ◽

Vector Autoregressive ◽

Single Index ◽

Additive Vector

Download Full-text

Forecasting with Periodic Autoregressive Time-Series Models

A Companion to Economic Forecasting ◽

10.1002/9780470996430.ch19 ◽

2007 ◽

pp. 432-452 ◽

Author(s):

Philip Hans Franses ◽

Richard Paap

Keyword(s):

Time Series ◽

Time Series Models ◽

Autoregressive Time Series

Download Full-text