PAR(1) model analysis: a web-based shiny application for analysing periodic autoregressive models

DOI10.1080/00949655.2021.2021528OpenAlexW4205632493WikidataQ113438142 ScholiaQ113438142MaRDI QIDQ5086089FDOQ5086089

T. Manouchehri, A. R. Nematollahi

Publication date: 1 July 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2021.2021528

zbMATH Keywords

shinyBayesian analysisGibbs samplingMAP estimateMCMC algorithmsperiodic autoregressive modelsECM algorithmsscale mixture of skew normal

Mathematics Subject Classification ID

Statistics (62-XX) Bayesian inference (62F15) Multivariate distribution of statistics (62H10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12) Stationary stochastic processes (60G10)

Cites Work

• Robust mixture modeling based on scale mixtures of skew-normal distributions
• Title not available (Why is that?)
• Estimating the dimension of a model
• Bayesian Measures of Model Complexity and Fit
• Title not available (Why is that?)
• Maximum likelihood estimation via the ECM algorithm: A general framework
• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
• Monte Carlo methods in Bayesian computation
• Title not available (Why is that?)
• Title not available (Why is that?)
• Fitting autoregressive models for prediction
• Robust mixture regression modeling based on scale mixtures of skew-normal distributions
• Bayesian inference for shape mixtures of skewed distributions, with application to regression analysis
• Large sample properties of parameter estimates for periodic ARMA models
• Title not available (Why is that?)
• Cyclostationarity: half a century of research
• Periodically Correlated Random Sequences
• On periodic and multiple autoregressions
• A Bayesian extension of the minimum AIC procedure of autoregressive model fitting
• Title not available (Why is that?)
• Bibliography on cyclostationarity
• Periodic autoregressive model identification using genetic algorithms
• Robust Estimation For Periodic Autoregressive Time Series
• DIAGNOSTIC CHECKING OF PERIODIC AUTOREGRESSION MODELS WITH APPLICATION
• Periodic autoregressive models with closed skew-normal innovations
• Some results in periodic autoregression
• Mixture periodic autoregressive time series models
• Maximum a-posteriori estimation of autoregressive processes based on finite mixtures of scale-mixtures of skew-normal distributions
• PARSIMONIOUS PERIODIC TIME SERIES MODELING
• Discrete time periodically correlated Markov processes
• Periodic integration: Further results on model selection and forecasting
• Recursive prediction and likelihood evaluation for periodic ARMA models
• Parsimony, Model Adequacy and Periodic Correlation in Time Series Forecasting
• RECURSIVE COMPUTATION OF THE PARAMETERS OF PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
• On the estimation problem of periodic autoregressive time series: symmetric and asymmetric innovations

Uses Software

• partsm

This page was built for publication: PAR(1) model analysis: a web-based shiny application for analysing periodic autoregressive models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5086089)