- Masked Autoregressive Flow for Density Estimation
2017/05/19 by George Papamakarios, Papamakarios, George, Theo Pavlakou +3 · 136 citations
Computer Science · Mathematics · Physics and Astronomy · #Adversarial Robustness in Machine Learning #Applied mathematics #Autoregressive integrated moving average #Autoregressive model #Computer science #Econometrics #Estimator #FOS: Computer and information sciences #Flow (mathematics) #Generalization #Generative Adversarial Networks and Image Synthesis #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Mathematics #Model Reduction and Neural Networks #Nonlinear autoregressive exogenous model #SETAR #STAR model #Statistics #Time series #cs.LG #stat.ML
- Regression and time series model selection in small samples
1989/01/01 by Clifford M. Hurvich, Chih‐Ling Tsai · 32 citations
Engineering · Mathematics · Computer Science · #Control Systems and Identification #Statistical Methods and Inference #Neural Networks and Applications #Akaike information criterion #Autoregressive model #Mathematics #STAR model #Series (stratigraphy) #Model selection #SETAR #Statistics #Sample size determination #Autoregressive integrated moving average #Information Criteria #Applied mathematics #Time series #Dimension (graph theory) #Regression analysis #Selection (genetic algorithm) #Combinatorics #Computer science #Artificial intelligence
- ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
1986/05/01 by K. S. Chan, Kung‐Sik Chan, H. Tong · 1 citation
Engineering · Mathematics · #Advanced Statistical Methods and Models #Applied mathematics #Autoregressive integrated moving average #Autoregressive model #Control Systems and Identification #Econometrics #Least-squares function approximation #Mathematical analysis #Mathematics #SETAR #STAR model #Smoothness #Statistical Methods and Inference #Statistics #Threshold model #Time series
- Testing for unit roots in autoregressive-moving average models of unknown order
1984/01/01 by SAID E. SAID, Saïd E. Saïd, DAVID A. DICKEY +1 · 82 citations
Economics, Econometrics and Finance · Mathematics · #Advanced Statistical Methods and Models #Applied mathematics #Augmented Dickey–Fuller test #Autoregressive integrated moving average #Autoregressive model #Autoregressive–moving-average model #Cointegration #Econometrics #Financial Risk and Volatility Modeling #Mathematics #Monetary Policy and Economic Impact #Moving average #Moving-average model #SETAR #STAR model #Series (stratigraphy) #Statistic #Statistical hypothesis testing #Statistics #Test statistic #Time series #Unit root #Unit root test
- Fitting autoregressive models for prediction
1969/12/01 by Hirotugu Akaike · 4 citations
Computer Science · Mathematics · #Applied mathematics #Autoregressive integrated moving average #Autoregressive model #Econometrics #Explainable Artificial Intelligence (XAI) #Gaussian Processes and Bayesian Inference #Generative Adversarial Networks and Image Synthesis #Mathematics #Nonlinear autoregressive exogenous model #SETAR #STAR model #Statistics #Time series