Random Coefficient Autoregressive Model - Articles

The First Order Autoregressive Model with Coefficient Contains Non-Negative Random Elements: Simulation and Esimation (Articles)

Pham Van Khanh

Open Journal of Statistics Vol.2 No.5, December 19, 2012

DOI: 10.4236/ojs.2012.25064 5,008 Downloads 7,755 Views Citations
Composite Likelihood for Bilinear GARCH Model (Articles)

Abdelhalim Bouchemella, Fatima Zahra Benmostefa

Applied Mathematics Vol.5 No.15, August 14, 2014

DOI: 10.4236/am.2014.515225 4,696 Downloads 6,127 Views Citations
Inference Based on Empirical Likelihood for Varying Coefficient Model with Random Effect (Articles)

Wanbin Li, Liugen Xue

Open Journal of Statistics Vol.3 No.6A, December 27, 2013

DOI: 10.4236/ojs.2013.36A006 3,853 Downloads 6,025 Views Citations
This article belongs to the Special Issue on Statistical Methods and Analysis
Bootstrap Approaches to Autoregressive Model on Exchange Rates Currency (Articles)

Muhamad Safiih Lola, Anthea David, Nurul Hila Zainuddin

Open Journal of Statistics Vol.6 No.6, November 17, 2016

DOI: 10.4236/ojs.2016.66081 1,764 Downloads 3,961 Views Citations
Comparison of the Sampling Efficiency in Spatial Autoregressive Model (Articles)

Yoshihiro Ohtsuka, Kazuhiko Kakamu

Open Journal of Statistics Vol.5 No.1, January 22, 2015

DOI: 10.4236/ojs.2015.51002 4,333 Downloads 6,040 Views Citations
This article belongs to the Special Issue on Spatial Statistics
Bull and Bear Dynamics of the Nigeria Stock Returns Transitory via Mingled Autoregressive Random Processes (Articles)

Rasaki Olawale Olanrewaju, Anthony Gichuhi Waititu, Lukman Abiodun Nafiu

Open Journal of Statistics Vol.11 No.5, October 19, 2021

DOI: 10.4236/ojs.2021.115051 409 Downloads 1,383 Views Citations
Partial Time-Varying Coefficient Regression and Autoregressive Mixed Model (Articles)

Hui Li, Zhiqiang Cao

Open Journal of Statistics Vol.13 No.4, August 11, 2023

DOI: 10.4236/ojs.2023.134026 257 Downloads 1,361 Views Citations
This article belongs to the Special Issue on Applied Statistics
An Analysis of the Determinants of Maize Import Volumes in Kenya (Articles)

Maurine Adhiambo Abodi, Isaac Maina Kariuki, Gideon Aiko Obare

Theoretical Economics Letters Vol.11 No.2, April 16, 2021

DOI: 10.4236/tel.2021.112022 1,073 Downloads 3,229 Views Citations
Modeling GDP Using Autoregressive Integrated Moving Average (ARIMA) Model: A Systematic Review (Articles)

Benard Muma, Austin Karoki

Open Access Library Journal Vol.9 No.4, April 12, 2022

DOI: 10.4236/oalib.1108355 597 Downloads 4,949 Views Citations
Endogeneity Effect on AR (1) Models in Small Samples (Articles)

Yakubu Dekongmene Kanyir, John O. Olaomi, Albert Luguterah

Modern Economy Vol.13 No.9, September 21, 2022

DOI: 10.4236/me.2022.139063 257 Downloads 1,293 Views Citations
Interpretation of Collectivism Thoughts Contained in Mathematical Theory (Articles)

Wenbing Wu, Jinquan Xiong

Creative Education Vol.12 No.12, December 16, 2021

DOI: 10.4236/ce.2021.1212207 295 Downloads 1,003 Views Citations
Improving the Autoregressive Modeling Method in Random Noise Suppression of GPR Data Using Undecimated Discrete Wavelet Transform (Articles)

Behrooz Oskooi, Amin Ebrahimi Bardar, Alireza Goodarzi

Journal of Signal and Information Processing Vol.9 No.1, January 31, 2018

DOI: 10.4236/jsip.2018.91002 1,084 Downloads 2,333 Views Citations
Pattern Recognition of Motor Imagery EEG using Wavelet Transform (Articles)

Baoguo Xu, Aiguo Song

Journal of Biomedical Science and Engineering Vol.1 No.1, June 6, 2008

DOI: 10.4236/jbise.2008.11010 8,642 Downloads 17,939 Views Citations
ARMA Modelling of Benue River Flow Dynamics: Comparative Study of PAR Model (Articles)

Otache Y. Martins, M. A. Sadeeq, I. E. Ahaneku

Open Journal of Modern Hydrology Vol.1 No.1, July 29, 2011

DOI: 10.4236/ojmh.2011.11001 5,551 Downloads 13,220 Views Citations
PC-VAR Estimation of Vector Autoregressive Models (Articles)

Claudio Morana

Open Journal of Statistics Vol.2 No.3, July 6, 2012

DOI: 10.4236/ojs.2012.23030 6,807 Downloads 10,571 Views Citations
Investigating the Existence of Second Order Spatial Autocorrelation in Crash Frequency across Adjacent Freeway Segments (Articles)

Eneliko Mulokozi, Hualiang (Harry) Teng

Journal of Transportation Technologies Vol.6 No.5, September 28, 2016

DOI: 10.4236/jtts.2016.65026 1,583 Downloads 2,904 Views Citations
A VAR Approach to Exchange Rate and Economic Growth in Nigeria (Articles)

Ukwuoma Chidi Okonkwo, Rosary N. Ujumadu, Bright O. Osu

Journal of Mathematical Finance Vol.7 No.4, October 31, 2017

DOI: 10.4236/jmf.2017.74044 1,537 Downloads 4,249 Views Citations
Shadow Banking, Monetary Policy, and Confidence Effects in China: Empirical Research Using a Structural Vector Autoregressive Model (Articles)

He Cong

Modern Economy Vol.10 No.1, January 10, 2019

DOI: 10.4236/me.2019.101001 1,387 Downloads 2,897 Views Citations
Forecasting Volatility Based on a New Combined HAR-Type Model with Long Memory and Switching Regime: Empirical Evidence from Equity Realized Volatility (Articles)

Yirong Huang, Zhonglin Wan, Hongyan Li, Yi Luo

Journal of Mathematical Finance Vol.14 No.1, February 27, 2024

DOI: 10.4236/jmf.2024.141005 312 Downloads 1,663 Views Citations
The Effect of Fiscal and Monetary Policy on Private Investment in Rwanda (Articles)

Emmanuel Mudacumura, Richard Kabanda

Open Access Library Journal Vol.11 No.8, August 13, 2024

DOI: 10.4236/oalib.1111770 153 Downloads 1,649 Views Citations

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