FAQ

Autoregressive model

Known as: Autoregressive, AR process, Stochastic term 
In statistics and signal processing, an autoregressive (AR) model is a representation of a type of random process; as such, it describes certain time… (More)
Wikipedia

Topic mentions per year

Topic mentions per year

1951-2018
0500100019512017

Related topics

Related topics

30 relations
Akaike information criterionAutocorrelationAutoregressive integrated moving averageCross-validation
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Broader (1)

Signal processing

Related mentions per year

Related mentions per year

1936-2018
19401960198020002020
Autoregressive model
Spectral density
Signal processing
Time series
Markov chain
Autocorrelation

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
Highly Cited
2010
Highly Cited
2010
Local polynomial modelling of time-varying autoregressive processes and its application to the analysis of event-related electroencephalogram
This paper proposes a new method for identification of time-varying autoregressive (TVAR) models based on local polynomial… (More)
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Highly Cited
2008
Highly Cited
2008
Image Interpolation by Adaptive 2-D Autoregressive Modeling and Soft-Decision Estimation
The challenge of image interpolation is to preserve spatial details. We propose a soft-decision interpolation technique that… (More)
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Highly Cited
2007
Highly Cited
2007
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of… (More)
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Highly Cited
2007
Highly Cited
2007
Efficient Tests for an Autoregressive Unit Root
Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstor.org… (More)
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Highly Cited
2007
Highly Cited
2007
Spatial autocorrelation and the selection of simultaneous autoregressive models
Aim Spatial autocorrelation is a frequent phenomenon in ecological data and can affect estimates of model coefficients and… (More)
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Highly Cited
2002
Highly Cited
2002
Spatial Autocorrelation and Autoregressive Models in Ecology
Recognition and analysis of spatial autocorrelation has defined a new paradigm in ecology. Attention to spatial pattern can lead… (More)
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Highly Cited
2001
Highly Cited
2001
Autoregressive modeling for fading channel simulation
Autoregressive stochastic models for the computer simulation of correlated Rayleigh fading processes are investigated. The… (More)
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Highly Cited
1999
Highly Cited
1999
On a Mixture Autoregressive Model
The assumption of Gaussian innovation terms in linear time series analysis is quite restrictive. Under this assumption, both the… (More)
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Highly Cited
1997
Highly Cited
1997
An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis¤
This paper examines the use of autoregressive distributed lag (ARDL) models for the analysis of long-run relations when the… (More)
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Highly Cited
1986
Highly Cited
1986
Generalized Autoregressive Conditional Heteroskedasticity
A natural generalization of the ARCH (Autoregressive Conditional Heteroskedastic) process introduced in Engle (1982) to allow for… (More)
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