𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Estimation of Nonparametric Autoregressive Time Series Models Under Dynamical Constraints

✍ Scribed by R. J. Biscay; Marc Lavielle; Carenne Ludeña


Book ID
111039868
Publisher
John Wiley and Sons
Year
2005
Tongue
English
Weight
504 KB
Volume
26
Category
Article
ISSN
0143-9782

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


ESTIMATION OF THE EXPONENTIAL AUTOREGRES
✍ Z. Shi; H. Aoyama 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 229 KB

Exponential autoregression (EAR) is a kind of useful non-linear time series model that has properties similar to those of non-linear random vibrations. This model is of autoregressive form with amplitude-dependent coefficients, so parameter estimation is a non-linear optimization problem. To achieve

Autoregressive modeling and power spectr
✍ G. Baselli; D. Bolis; S. Cerutti; C. Freschi 📂 Article 📅 1985 🏛 Elsevier Science 🌐 English ⚖ 1007 KB

The signal constituted by the successive R-R intervals in the ECG tracing carries important information about the control mechanisms of heart rate. The present paper describes advanced methods of parameter extraction from the R-R duration time series which use autoregressive (AR) modeling and power