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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… 
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Related topics

Related topics

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

Broader (1)

Signal processing

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
Highly Cited
2013
Highly Cited
2013
On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors
In this paper, we consider a spatial-autoregressive model with autoregressive disturbances, where we allow for endogenous… 
Highly Cited
2012
Highly Cited
2012
A Neural Autoregressive Topic Model
We describe a new model for learning meaningful representations of text documents from an unlabeled collection of documents. This… 
Highly Cited
2012
Highly Cited
2012
Automatic Stage Scoring of Single-Channel Sleep EEG by Using Multiscale Entropy and Autoregressive Models
In this paper, we propose an automatic sleep-scoring method combining multiscale entropy (MSE) and autoregressive (AR) models for… 
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… 
Highly Cited
2006
Highly Cited
2006
Structural vector autoregressive analysis for cointegrated variables
SummaryVector autoregressive (VAR) models are capable of capturing the dynamic structure of many time series variables. Impulse… 
Highly Cited
2001
Highly Cited
2001
A Linear Poisson Autoregressive Model: The Poisson AR(p) Model
Time series of event counts are common in political science and other social science applications. Presently, there are few… 
Highly Cited
2001
Highly Cited
2001
Spatial Market Integration in the Presence of Threshold Effects
Threshold cointegration models are used to evaluate spatial price dynamics among regional corn and soybean markets in North… 
Highly Cited
1999
Highly Cited
1999
The Motivation and Impact of Pension Fund Activism
Highly Cited
1975
Highly Cited
1975
Estimation and Hypothesis Testing in Singular Equation Systems with Autoregressive Disturbances
Highly Cited
1974
Highly Cited
1974
Time series analysis and simultaneous equation econometric models
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