Limit theory for explosive autoregression under conditional heteroskedasticity
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Statistical Planning and Inference"
DOI: 10.1016/j.jspi.2017.10.008
Abstract: Abstract This paper studies an explosive autoregression with conditionally heteroskedastic innovations. The asymptotic distributions of LS, GLS, t -statistics, heteroskedasticity-consistent t -statistics and GLS t -statistics are derived for nonstationary local-to-unity and mildly explosive roots,… read more here.
Keywords: theory explosive; autoregression; autoregression conditional; heteroskedasticity ... See more keywords
Modified Varying Index Coefficient Autoregression Model for Representation of the Nonstationary Vibration From a Planetary Gearbox
Sign Up to like & getrecommendations! Published in 2023 at "IEEE Transactions on Instrumentation and Measurement"
DOI: 10.1109/tim.2023.3259048
Abstract: Planetary gearbox fault detection is important in terms of life-threatening failure prevention and maintenance optimization. This article focuses on the representation of the planetary gearbox baseline vibration signals via time series models. Faults can be… read more here.
Keywords: autoregression; vicar; planetary gearbox; rotating speed ... See more keywords
Grouped Network Vector Autoregression
Sign Up to like & getrecommendations! Published in 2020 at "Statistica Sinica"
DOI: 10.5705/ss.202017.0533
Abstract: In the study of time series analysis, it is of great interest to model a continuous response for all the individuals at equally spaced time points. With the rapid advance of social network sites, network… read more here.
Keywords: autoregression; network; vector autoregression; network vector ... See more keywords
Detection of EMG Signals by Neural Networks Using Autoregression and Wavelet Entropy for Bruxism Diagnosis
Sign Up to like & getrecommendations! Published in 2021 at "Elektronika Ir Elektrotechnika"
DOI: 10.5755/j02.eie.28838
Abstract: Bruxism is known as the rhythmical clenching of the lower jaw (mandibular) by the contraction of the masticatory muscles and parafunctional grinding of the teeth. It affects patients’ quality of life adversely due to tooth… read more here.
Keywords: wavelet; diagnosis; neural networks; bruxism ... See more keywords