scholarly journals Stability Analysis of Anonlinear Autoregressive Model of First Order

2013 ◽  
Vol 10 (4) ◽  
pp. 135-145
Author(s):  
Abdulghafoor Salim ◽  
Abeer Ahmed
2009 ◽  
Vol 75 (5) ◽  
pp. 593-607 ◽  
Author(s):  
SK. ANARUL ISLAM ◽  
A. BANDYOPADHYAY ◽  
K. P. DAS

AbstractA theoretical study of the first-order stability analysis of an ion–acoustic solitary wave, propagating obliquely to an external uniform static magnetic field, has been made in a plasma consisting of warm adiabatic ions and a superposition of two distinct populations of electrons, one due to Cairns et al. and the other being the well-known Maxwell–Boltzmann distributed electrons. The weakly nonlinear and the weakly dispersive ion–acoustic wave in this plasma system can be described by the Korteweg–de Vries–Zakharov–Kuznetsov (KdV-ZK) equation and different modified KdV-ZK equations depending on the values of different parameters of the system. The nonlinear term of the KdV-ZK equation and the different modified KdV-ZK equations is of the form [φ(1)]ν(∂φ(1)/∂ζ), where ν = 1, 2, 3, 4; φ(1) is the first-order perturbed quantity of the electrostatic potential φ. For ν = 1, we have the usual KdV-ZK equation. Three-dimensional stability analysis of the solitary wave solutions of the KdV-ZK and different modified KdV-ZK equations has been investigated by the small-k perturbation expansion method of Rowlands and Infeld. For ν = 1, 2, 3, the instability conditions and the growth rate of instabilities have been obtained correct to order k, where k is the wave number of a long-wavelength plane-wave perturbation. It is found that ion–acoustic solitary waves are stable at least at the lowest order of the wave number for ν = 4.


Author(s):  
SHIH-FENG HUANG ◽  
YUH-JIA LEE ◽  
HSIN-HUNG SHIH

We propose the path-integral technique to derive the characteristic function of the limiting distribution of the unit root test in a first order autoregressive model. Our results provide a new and useful approach to obtain the closed form of the characteristic function of a random variable associated with the limiting distribution, which is realized as a ratio of Brownian functionals on the classical Wiener space.


1982 ◽  
Vol 14 (8) ◽  
pp. 1023-1030 ◽  
Author(s):  
L Anselin

This note considers a Bayesian estimator and an ad hoc procedure for the parameters of a first-order spatial autoregressive model. The approaches are derived, and their small sample properties compared by means of a Monte Carlo simulation experiment.


Author(s):  
James J. Higgins

The first order autoregressive model is proposed as a robust model for estimating and testing for means in single subject experiments. It has the advantage of mathematical simplicity, and it provides good approximations to a number of other models of the type typically encountered in behavioral research. Practical considerations on the use of the model are considered including: tests of hypotheses and confidence intervals, sample size requirements, normal approximations, and advantages of the model over the independent error term model. Inferences for means and differences of means are considered.


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