Asymptotic Theory and Unified Confidence Region for an Autoregressive Model

Journal of Time Series Analysis ◽

10.1111/jtsa.12418 ◽

2018 ◽

Vol 40 (1) ◽

pp. 43-65 ◽

Author(s):

Xiaohui Liu ◽

Liang Peng

Keyword(s):

Autoregressive Model ◽

Asymptotic Theory ◽

Confidence Region

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Lectures on the Asymptotic Theory of Ideals

10.1017/cbo9780511525957 ◽

1988 ◽

Author(s):

D. Rees

Keyword(s):

Asymptotic Theory

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Statistical Analysis of Spatio-Temporal Data Based on Poisson Conditional Autoregressive Model

Informatica ◽

10.15388/informatica.2015.39 ◽

2015 ◽

Vol 26 (1) ◽

pp. 67-87

Author(s):

Yuriy Kharin ◽

Maryna Zhurak

Keyword(s):

Statistical Analysis ◽

Autoregressive Model ◽

Temporal Data ◽

Conditional Autoregressive Model ◽

Conditional Autoregressive ◽

Spatio Temporal

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A Seasonal Autoregressive Model Of Vancouver Bicycle Traffic Using Weather Variables

i-manager’s Journal on Civil Engineering ◽

10.26634/jce.1.4.1694 ◽

2011 ◽

Vol 1 (4) ◽

pp. 9-18 ◽

Author(s):

Christopher Gallop ◽

Cindy Tse ◽

Jinhua Zhao

Keyword(s):

Autoregressive Model ◽

Weather Variables

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ESTIMATION METHOD OF SOURCE CHARACTERISTICS BASED ON STRONG GROUND MOTIONS BY AUTOREGRESSIVE MODEL : Settlement of analytical model and application to real ground motions

Journal of Structural and Construction Engineering (Transactions of AIJ) ◽

10.3130/aijsx.421.0_21 ◽

1991 ◽

Vol 421 (0) ◽

pp. 21-27

Author(s):

Toshio NISHIDE ◽

Yoshikazu KITAGAWA ◽

Takahito INOUE

Keyword(s):

Analytical Model ◽

Autoregressive Model ◽

Ground Motions ◽

Estimation Method ◽

Strong Ground Motions ◽

Source Characteristics ◽

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External Shocks and the Heterogeneous Autoregressive Model of Realized Volatility

Asian Review of Financial Research ◽

10.37197/arfr.2017.30.2.3 ◽

2017 ◽

Vol 30 (2) ◽

pp. 181-216

Author(s):

Cheoljun Eom ◽

◽

Uk Chang ◽

Jong Won Park

Keyword(s):

Autoregressive Model ◽

Realized Volatility ◽

External Shocks

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The Asymptotic Theory of the Kakwani Class of Poverty Measures

SSRN Electronic Journal ◽

10.2139/ssrn.1004392 ◽

2007 ◽

Author(s):

Gane Samb Lo ◽

Serigne Touba Sall ◽

Cheikh Tidiane Seck

Keyword(s):

Asymptotic Theory ◽

Poverty Measures

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A No-Arbitrage Structural Vector Autoregressive Model of the UK Yield Curve

SSRN Electronic Journal ◽

10.2139/ssrn.1319280 ◽

2008 ◽

Author(s):

Iryna Kaminska

Keyword(s):

Autoregressive Model ◽

Yield Curve ◽

Vector Autoregressive Model ◽

Vector Autoregressive ◽

No Arbitrage ◽

Structural Vector Autoregressive Model ◽

The Uk ◽

Structural Vector

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Estimation and Forecasting with Smoothing Transition Autoregressive Model: Evidence from Drachma-US Dollar Spot Exchange Rate

SSRN Electronic Journal ◽

10.2139/ssrn.1366223 ◽

2009 ◽

Author(s):

Eleftherios Giovanis

Keyword(s):

Exchange Rate ◽

Autoregressive Model ◽

Dollar Spot ◽

Spot Exchange Rate ◽

Model Evidence ◽

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Asymptotic Theory for Renewal Based High-Frequency Volatility Estimation

SSRN Electronic Journal ◽

10.2139/ssrn.3123062 ◽

2018 ◽

Author(s):

Yifan Li ◽

Ingmar Nolte ◽

Sandra Nolte (Lechner)

Keyword(s):

High Frequency ◽

Asymptotic Theory ◽

Volatility Estimation

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Forecasting Macro-Financial Variables in an International Data-Rich Environment Vector Autoregressive Model (iDREAM)

SSRN Electronic Journal ◽

10.2139/ssrn.3198687 ◽

2018 ◽

Author(s):

Emanuele De Meo ◽

Lorenzo Prosperi ◽

Giacomo Tizzanini ◽

Lea Zicchino

Keyword(s):

Autoregressive Model ◽

Vector Autoregressive Model ◽

Vector Autoregressive ◽

Financial Variables ◽

International Data

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