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Autoregressive model
Known as:
Autoregressive
, AR process
, Stochastic term
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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 criterion
Autocorrelation
Autoregressive integrated moving average
Cross-validation (statistics)
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Broader (1)
Signal processing
Papers overview
Semantic Scholar uses AI to extract papers important to this topic.
Highly Cited
2019
Highly Cited
2019
XLNet: Generalized Autoregressive Pretraining for Language Understanding
Zhilin Yang
,
Zihang Dai
,
Yiming Yang
,
J. Carbonell
,
R. Salakhutdinov
,
Quoc V. Le
NeurIPS
2019
Corpus ID: 195069387
With the capability of modeling bidirectional contexts, denoising autoencoding based pretraining like BERT achieves better…
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Highly Cited
2011
Highly Cited
2011
Flexible paleoclimate age-depth models using an autoregressive gamma process
M. Blaauw
,
J. Christen
2011
Corpus ID: 53539074
Radiocarbon dating is routinely used in paleoecology to build chronolo- gies of lake and peat sediments, aiming at inferring a…
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Highly Cited
2005
Highly Cited
2005
Autoregressive modeling for fading channel simulation
K. E. Baddour
,
N. Beaulieu
IEEE Transactions on Wireless Communications
2005
Corpus ID: 12848299
Autoregressive stochastic models for the computer simulation of correlated Rayleigh fading processes are investigated. The…
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Highly Cited
2002
Highly Cited
2002
Spatial autocorrelation and autoregressive models in ecology
J. Lichstein
,
T. Simons
,
S. Shriner
,
K. Franzreb
2002
Corpus ID: 50077183
Recognition and analysis of spatial autocorrelation has defined a new par- adigm in ecology. Attention to spatial pattern can…
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Review
2000
Review
2000
SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
D. Dijk
,
T. Teräsvirta
,
P. Franses
2000
Corpus ID: 59492620
This paper surveys recent developments related to the smooth transition autoregressive (STAR) time series model and several of…
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Highly Cited
1998
Highly Cited
1998
Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data
R. Engle
,
Jeffrey R. Russell
1998
Corpus ID: 13855708
This paper proposes a new statistical model for the analysis of data which arrive at irregular intervals. The model treats the…
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Review
1995
Review
1995
An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis
M. Pesaran
,
Y. Shin
1995
Corpus ID: 14872915
Introduction Econometric analysis of long-run relations has been the focus of much theoretical and empirical research in…
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Highly Cited
1991
Highly Cited
1991
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
S. Johansen
1991
Corpus ID: 14566986
This paper contains the likelihood analysis of vector autoregressive models allowing for cointegration. The author derives the…
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Highly Cited
1979
Highly Cited
1979
Distribution of the Estimators for Autoregressive Time Series with a Unit Root
D. Dickey
,
W. Fuller
1979
Corpus ID: 56458593
Abstract Let n observations Y 1, Y 2, ···, Y n be generated by the model Y t = pY t−1 + e t , where Y 0 is a fixed constant and…
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Highly Cited
1970
Highly Cited
1970
Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
G. Box
,
D. A. Pierce
1970
Corpus ID: 17466161
Many statistical models, and in particular autoregressive-moving average time series models, can be regarded as means of…
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