scholarly journals BAYESIAN AND MULTIVARIATE AUTOREGRESSIVE

2021 ◽  
Vol 1 (11) ◽  
Author(s):  
DR. AMAAL SADEQ HAMOODI
Keyword(s):  
Multivariate Autoregressive

On Asymptotic Prediction Problems for Multivariate Autoregressive Models in the Unstable Nonexplosive Case

1987 ◽  
Vol 36 (1-2) ◽  
pp. 29-38 ◽  
Author(s):  
A. K. Basu ◽  
S. Sen Roy
Keyword(s):  
Autoregressive Process ◽  
Autoregressive Models ◽  
Multivariate Autoregressive Models ◽  
Prediction Problems ◽  
Dependent Error ◽  
Meansquare Error ◽  
Multivariate Autoregressive

This paper considers the prediction problems of a k-dimensional, pth order autoregressive process with unstable but non-explosive roots and dependent error variables. The estimated predictor has been shown to be asymptotically equivalent to the optimal predictor. An expression for the meansquare error of the estimated predictor has also been derived .

Analysis of pelagic species decline in the upper San Francisco Estuary using multivariate autoregressive modeling (MAR)

2010 ◽  
Vol 20 (5) ◽  
pp. 1417-1430 ◽  
Author(s):  
Ralph Mac Nally ◽  
James R. Thomson ◽  
Wim J. Kimmerer ◽  
Frederick Feyrer ◽  
Ken B. Newman ◽  
...  
Keyword(s):  
San Francisco ◽  
San Francisco Estuary ◽  
Autoregressive Modeling ◽  
Pelagic Species ◽  
Species Decline ◽  
Multivariate Autoregressive
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