Search Results - "Autoregression"

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  1. 1
    Hierarchical Bayesian estimation for stationary autoregressive models using reversible jump MCMC algorithm

    Hierarchical Bayesian estimation for stationary autoregressive models using reversible jump MCMC algorithm by Suparman, S., Rusiman, Mohd Saifullah

    Published 2018
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  2. 2
    Model performance between linear vector autoregressive and Markov switching vector autoregressive models on modelling structural change in time series data

    Model performance between linear vector autoregressive and Markov switching vector autoregressive models on modelling structural change in time series data by Wai, P.S., Kun, S.S., Ismail, M.T., Karim, S.A.A.

    Published 2016
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  3. 3
    On Autoregressive Order Selection Criteria

    On Autoregressive Order Selection Criteria by Venus, Khim-Sen Liew, Puah, Chin Hong, Lau, Sie-Hoe

    Published 2005
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  4. 4
    Performances of Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models in Forecasting the Ringgit-Yen Rate

    Performances of Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models in Forecasting the Ringgit-Yen Rate by Liew, Venus Khim-Sen, Ahmad Zubaidi, Baharumshah

    Published 2002
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  5. 5
    Performances of non-linear smooth transition autoregressive and linear autoregressive models in forecasting the Ringgit-Yen rate

    Performances of non-linear smooth transition autoregressive and linear autoregressive models in forecasting the Ringgit-Yen rate by Liew, Khim Sen, Baharumshah, Ahmad Zubaidi

    Published 2002
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  6. 6
    A note on the properties of Generalised Separable spatial autoregressive process

    A note on the properties of Generalised Separable spatial autoregressive process by Shitan, Mahendran, Peiris, Shelton

    Published 2009
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  7. 7
    How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models

    How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models by Liew, Venus Khim-Sen, Ahmad Zubaidi, Baharumshah

    Published 2002
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  8. 8
    Vulgarized neighboring network of multivariate autoregressive processes with Gaussian and Student-t distributed random noise / Rasaki Olawale Olanrewaju ... [et al.]

    Vulgarized neighboring network of multivariate autoregressive processes with Gaussian and Student-t distributed random noise / Rasaki Olawale Olanrewaju ... [et al.] by Olawale Olanrewaju, Rasaki, Ranjan, Ravi Prakash, C. Chukwudum, Queensley, Olanrewaju, Sodiq Adejare

    Published 2023
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  9. 9
    First-order fractionally integrated non-separable spatial autoregressive (FINSSAR(1,1)) model and some of its properties

    First-order fractionally integrated non-separable spatial autoregressive (FINSSAR(1,1)) model and some of its properties by Ghodsi, Alireza, Shitan, Mahendran

    Published 2013
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  10. 10
    Nonlinear identification for dengue fever / Herlina Abdul Rahim.

    Nonlinear identification for dengue fever / Herlina Abdul Rahim. by Abdul Rahim, Herlina

    Published 2009
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  11. 11
    Performance of Autoregressive Order Selection Criteria: A Simulation Study

    Performance of Autoregressive Order Selection Criteria: A Simulation Study by Liew, Venus Khim-Sen, Shitan, Mahnendran, Choong, Chee-Keong, Hooy, Chee-Wooi

    Published 2008
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  12. 12
    Autoregressive Integrated Moving Average Model(Arima)For Forecasting Wind Speed.

    Autoregressive Integrated Moving Average Model(Arima)For Forecasting Wind Speed. by A, Shamshad, W. M. A, Wan Hussin, M. A, Bawadi, S. A, Mohd. Sanusi

    Published 2003
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  13. 13
    Performance of autoregressive order selection criteria: a simulation study

    Performance of autoregressive order selection criteria: a simulation study by Liew, Venus Khim-Sen, Shitan, Mahendran, Choong, Chee Keong, Hooy, Chee Wooi

    Published 2008
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  14. 14
    Maximum; Likelihood Estimation For The Non-Separable Spatial Unilateral Autoregressive Model.

    Maximum; Likelihood Estimation For The Non-Separable Spatial Unilateral Autoregressive Model. by Awang, Norhashidah, Shitan, Mahendran

    Published 2008
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  15. 15
    The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies

    The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies by Liew, Venus Khim-Sen, Chong, Terrence Tai-Leung, Lim, Kian-Ping

    Published 2003
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  16. 16
    Forecasting performance of exponential smooth transition autoregressive exchange rate models

    Forecasting performance of exponential smooth transition autoregressive exchange rate models by Baharumshah, Ahmad Zubaidi, Liew, Venus Khim Sen

    Published 2006
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  17. 17
    Inference for autoregressive and moving average models with extreme value distribution via simulation study

    Inference for autoregressive and moving average models with extreme value distribution via simulation study by Samuel, Bako Sunday

    Published 2015
    Subjects: “…Autoregression (Statistics)…”
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  18. 18
    Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors

    Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors by Liew, Venus Khim-Sen, Chong, Terence Tai-Leung

    Published 2005
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  19. 19
    A first-order spatial integer-valued autoregressive SINAR(1,1) model.

    A first-order spatial integer-valued autoregressive SINAR(1,1) model. by Ghodsi, Alireza, Shitan, Mahendran, S. Bakouch, Hassan

    Published 2012
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  20. 20
    AUTOREGRESSIVE MODELS IN SHORT TERM LOAD FORECAST: A COMPARISON OF AR AND ARMA

    AUTOREGRESSIVE MODELS IN SHORT TERM LOAD FORECAST: A COMPARISON OF AR AND ARMA by Baharudin , Z.

    Published 2008
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