Search Results - "Autoregressive models"

A composite innovation factor based on the constrained MAR model.

Authors: Xin, Ling Wang, Xiaohang Yu, Philip L.H.

Source: Economics of Innovation & New Technology. Jun2026, Vol. 35 Issue 4, p548-577. 30p.

Novel Discrete Chris–Jerry Distribution: Properties, Integer Autoregressive Process, and Applications.

Authors: Amidu, Abdul Hamid Abubakari, Abdul Ghaniyyu Nasiru, Suleman et al.

Source: Journal of Probability & Statistics. 6/16/2026, Vol. 2026, p1-19. 19p.

Subjects: Distribution (Probability theory), Autoregressive models, Maximum likelihood statistics, Simulation methods & models, Statistical measurement, Discrete systems

Explicit ARL Derivation of Extended EWMA Control Chart to Detect Changes in the First-Order SAR with Quadratic Trend and Its Application.

Authors: Areepong, Yupaporn Karoon, Kotchaporn

Source: IAENG International Journal of Applied Mathematics. May2026, Vol. 56 Issue 5, p1924-1935. 12p.

Subjects: Quality control charts, Autoregressive models, Fredholm equations, Numerical solutions to integral equations, Market volatility, Fixed point theory

Extremely Fast Maximum Likelihood Estimation of High‐Order Autoregressive Models.

Authors: Schmidt, Daniel F. Makalic, Enes

Source: Journal of Time Series Analysis. Jul2026, Vol. 47 Issue 4, p876-884. 9p.

Bayesian Estimation of Autoregressive Models with Exogenous Variables Under Scale-Mixtures of Normal Errors.

Authors: Amin, Ayman A. Alghamdi, Shuhrah A.

Source: Mathematics (2227-7390). Jun2026, Vol. 14 Issue 12, p2188. 22p.

Sparse Simulation of Autoregressive Gaussian Processes.

Authors: Krivec, Tadej Kocijan, Juš

Source: Mathematics (2227-7390). Jun2026, Vol. 14 Issue 12, p2111. 34p.

Realized Volatility Forecasting in the Spanish Electricity Market During the 2021–2025 Energy Crisis.

Authors: Veloso-Castello, David García-Díaz, J. Carlos

Source: Mathematics (2227-7390). Jun2026, Vol. 14 Issue 12, p2100. 39p.

Explicit Closed-Form Expression for Run-Length Evaluation of the Double-Modified EWMA Control Chart Under ARX and ARFIX Models: Application to Major Crude Oil Benchmarks.

Authors: Karoon, Kotchaporn Sukparungsee, Saowanit Areepong, Yupaporn

Source: Symmetry (20738994). Jun2026, Vol. 18 Issue 6, p1004. 38p.

Bayesian Inference on the Order of Stationary Vector Autoregressions.

Authors: Binks, Rachel L. Heaps, Sarah E. Panagiotopoulou, Mariella et al.

Source: Bayesian Analysis. Jun2026, Vol. 21 Issue 2, p677-698. 22p.

Autoregressive sequences with covariance uncertainty under sublinear expectations.

Authors: Zhang, Yanlongyu Shi, Yufeng

Source: Probability, Uncertainty & Quantitative Risk. Jun2026, Vol. 11 Issue 2, p1-18. 18p.

Comparing Daily Volatility Proxies for Cryptocurrency Forecasting Under a Unified Intraday Construction Framework.

Authors: Lin, Rong-Ho Ghasempour, Rajabali Nafei, Amirhossein et al.

Source: Mathematics (2227-7390). May2026, Vol. 14 Issue 5, p1728. 26p.

TPTTrack: A Lightweight Transformer-Based Tracker with Target Prompt Token and Hierarchical Attention Decoupling.

Authors: Zhu, Haoran Zhang, Haifeng Chen, Weining et al.

Source: Applied Sciences (2076-3417); May2026, Vol. 16 Issue 9, p4550, 25p

A Video Frame Prediction Method Based on Latent-Space Autoregressive Modeling.

Authors: Zhang, Congcong Tian, Jin Gong, Lihua et al.

Source: Applied Sciences (2076-3417); May2026, Vol. 16 Issue 9, p4423, 22p

Functional Time Series Modeling of Traffic Flow: A Probabilistic Approach to Temporal Symmetry.

Authors: Jan, Faheem Iftikhar, Hasnain Gul, Naveed et al.

Source: Symmetry (20738994). May2026, Vol. 18 Issue 5, p819. 19p.

Estimation and Variable Selection in Sequential Linear Models: SCAD-Penalized Method with Applications.

Authors: Yuan, Yiwen Shang, Junfeng Gu, Chao

Source: Mathematics (2227-7390). May2026, Vol. 14 Issue 9, p1510. 27p.

Estimation of Change Points for Non‐Linear (Auto‐)Regressive Processes Using Neural Network Functions.

Authors: Kirch, Claudia Schwaar, Stefanie

Source: Journal of Time Series Analysis. May2026, Vol. 47 Issue 3, p539-556. 18p.

Data-driven models for the operation of a dynamic primary standard based on permeation.

Authors: Gugole, Federica van der Veen, Adriaan M. H. de Boed, Ewoud J.J.

Source: EPJ Web of Conferences. 2/17/2026, Vol. 352, p1-4. 4p.

Modeling Industrial Production in the EU Countries: Autoregressive Models Versus Sentiment- -Enhanced Regression.

Authors: Števančec, Darja Jaklič, Patricija Dolinar, Aleša Lotrič et al.

Source: Statistika: Statistics & Economy Journal. 2026, Vol. 106 Issue 2, p136-151. 16p.

Development of data-driven statistical models for daily water table depth prediction and variable selection: Two case studies in coastal plain forested wetlands.

Authors: Manna, Alokesh Mehan, Sushant Amatya, Devendra M.

Source: Communications in Statistics: Case Studies & Data Analysis. Apr2026, p1-47. 47p. 12 Illustrations.

Simultaneous faults diagnosis and prognostic in induction motor drives under nonstationary conditions.

Authors: Aimer, Ameur Fethi Boudinar, Ahmed Hamida Khodja, Mohamed El-Amine et al.

Source: Telkomnika. Apr2026, Vol. 24 Issue 2, p717-726. 10p.

Subjects: Fault diagnosis, Autoregressive models, Signal processing, Induction motors, Transient analysis