Simulation, Estimation and Selection of Mixed Causal-Noncausal Autoregressive Models: The MARX Package

SSRN Electronic Journal ◽

10.2139/ssrn.3015797 ◽

2017 ◽

Author(s):

Alain Hecq ◽

Lenard Lieb ◽

Sean Telg

Keyword(s):

Autoregressive Models ◽

Simulation Estimation ◽

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Bayesian selection of threshold autoregressive models

Journal of Time Series Analysis ◽

10.1111/j.1467-9892.2004.01726.x ◽

2004 ◽

Vol 25 (4) ◽

pp. 467-482 ◽

Author(s):

Edward P. Campbell

Keyword(s):

Autoregressive Models ◽

Threshold Autoregressive ◽

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Selection of the order of autoregressive models for spectral analysis of noise corrupted signals

International Journal of ADVANCED AND APPLIED SCIENCES ◽

10.21833/ijaas.2017.012.016 ◽

2017 ◽

Vol 4 (12) ◽

pp. 79-82

Author(s):

Jakub Jeřábek ◽

Keyword(s):

Spectral Analysis ◽

Autoregressive Models ◽

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Selection of the Order of Autoregressive Models for Host Load Prediction in Grid

Eighth ACIS International Conference on Software Engineering, Artificial Intelligence, Networking, and Parallel/Distributed Computing (SNPD 2007) ◽

10.1109/snpd.2007.435 ◽

2007 ◽

Author(s):

Jiuyuan Huo ◽

Liqun Liu ◽

Li Liu ◽

Yi Yang ◽

Lian Li

Keyword(s):

Autoregressive Models ◽

Load Prediction ◽

Host Load Prediction ◽

Host Load ◽

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Spatial autocorrelation and the selection of simultaneous autoregressive models

Global Ecology and Biogeography ◽

10.1111/j.1466-8238.2007.00334.x ◽

2007 ◽

Vol 0 (0) ◽

pp. 070618060123007-??? ◽

Author(s):

W. Daniel Kissling ◽

Gudrun Carl

Keyword(s):

Spatial Autocorrelation ◽

Autoregressive Models ◽

Simultaneous Autoregressive ◽

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Efficient Bayesian model class selection of vector autoregressive models for system identification

Structural Control and Health Monitoring ◽

10.1002/stc.2780 ◽

2021 ◽

Author(s):

Jia‐Hua Yang ◽

Qing‐Zhao Kong ◽

Hong‐Jun Liu ◽

Hua‐Yi Peng

Keyword(s):

System Identification ◽

Bayesian Model ◽

Autoregressive Models ◽

Vector Autoregressive Models ◽

Vector Autoregressive ◽

Model Class ◽

Model Class Selection ◽

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Selection of the order of autoregressive models for spectral analysis of doppler ultrasound signals

Ultrasound in Medicine & Biology ◽

10.1016/0301-5629(90)90089-u ◽

1990 ◽

Vol 16 (1) ◽

pp. 81-91 ◽

Author(s):

Fernando S. Schlindwein ◽

David H. Evans

Keyword(s):

Spectral Analysis ◽

Doppler Ultrasound ◽

Autoregressive Models ◽

Ultrasound Signals ◽

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Order selection of spatial and temporal autoregressive models with errors in variables

IEEE Transactions on Image Processing ◽

10.1109/iti.2003.1225341 ◽

2004 ◽

Author(s):

C. Mauro ◽

F. Lara ◽

I. Luigi

Keyword(s):

Autoregressive Models ◽

Order Selection ◽

Errors In Variables ◽

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Best subset selection of autoregressive models with exogenous variables and generalized autoregressive conditional heteroscedasticity errors

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

10.1111/j.1467-9876.2006.00535.x ◽

2006 ◽

Vol 55 (2) ◽

pp. 201-224 ◽

Author(s):

Mike K. P. So ◽

Cathy W. S. Chen ◽

Feng-Chi Liu

Keyword(s):

Subset Selection ◽

Autoregressive Models ◽

Exogenous Variables ◽

Conditional Heteroscedasticity ◽

Autoregressive Conditional Heteroscedasticity ◽

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Order selection of autoregressive models

IEEE Transactions on Signal Processing ◽

10.1109/78.165674 ◽

1992 ◽

Vol 40 (11) ◽

pp. 2829-2833 ◽

Author(s):

P.M. Djuric ◽

S.M. Kay

Keyword(s):

Autoregressive Models ◽

Order Selection ◽

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Order Selection of Spatial and Temporal Autoregressive Models with Errors in Variables

Journal of Computing and Information Technology ◽

10.2498/cit.2003.03.04 ◽

2003 ◽

Vol 11 (3) ◽

pp. 171

Author(s):

Mauro Coli ◽

Lara Fontanella ◽

Luigi Ippoliti

Keyword(s):

Autoregressive Models ◽

Order Selection ◽

Errors In Variables ◽

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