搜索结果: 1-3 共查到“Autoregressive Errors”相关记录3条 . 查询时间(0.109 秒)
On An Efficient Two-Step Estimator for Dynamic Simultaneous Equation Models with Autoregressive Errors
Dynamic Simultaneous Equation Models Autoregressive Errors
2015/8/5
On An Efficient Two-Step Estimator for Dynamic Simultaneous Equation Models with Autoregressive Errors.
Bayesian semi-parametric forecasting with penalised splines and autoregressive errors
splines, autoregressive errors, semi-parametric regression, Bayesian
2012/9/18
Observational time series data often exhibit both cyclic temporal trends and autocorrelation and may also depend on covariates. As such, there is a need for exible regression models that are able to c...
Bayesian Model Diagnostics Based on Artificial Autoregressive Errors
Allometry Asymptotic normality Autocorrelation Hierarchical models Response times
2009/9/22
In this article I develop a simple and eective device for ascertaining the quality
of the modeling choices and detecting lack-of-fit. I specify an articial autoregres-
sive structure (AAR) in the pr...