Search results for: autocovariance

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class="card-body"><strong>Frequency:</strong> Monthly</div> </div> </div> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Edition:</strong> International</div> </div> </div> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Paper Count:</strong> 2</div> </div> </div> </div> <h1 class="mt-3 mb-3 text-center" style="font-size:1.6rem;">Search results for: autocovariance</h1> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">2</span> Diagonal Vector Autoregressive Models and Their Properties</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Usoro%20Anthony%20E.">Usoro Anthony E.</a>, <a href="https://publications.waset.org/abstracts/search?q=Udoh%20Emediong"> Udoh Emediong</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Diagonal Vector Autoregressive Models are special classes of the general vector autoregressive models identified under certain conditions, where parameters are restricted to the diagonal elements in the coefficient matrices. Variance, autocovariance, and autocorrelation properties of the upper and lower diagonal VAR models are derived. The new set of VAR models is verified with empirical data and is found to perform favourably with the general VAR models. The advantage of the diagonal models over the existing models is that the new models are parsimonious, given the reduction in the interactive coefficients of the general VAR models. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=VAR%20models" title="VAR models">VAR models</a>, <a href="https://publications.waset.org/abstracts/search?q=diagonal%20VAR%20models" title=" diagonal VAR models"> diagonal VAR models</a>, <a href="https://publications.waset.org/abstracts/search?q=variance" title=" variance"> variance</a>, <a href="https://publications.waset.org/abstracts/search?q=autocovariance" title=" autocovariance"> autocovariance</a>, <a href="https://publications.waset.org/abstracts/search?q=autocorrelations" title=" autocorrelations"> autocorrelations</a> </p> <a href="https://publications.waset.org/abstracts/157980/diagonal-vector-autoregressive-models-and-their-properties" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/157980.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">120</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1</span> On Periodic Integer-Valued Moving Average Models</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Aries%20Nawel">Aries Nawel</a>, <a href="https://publications.waset.org/abstracts/search?q=Bentarzi%20Mohamed"> Bentarzi Mohamed</a> </p> <p class="card-text"><strong>Abstract:</strong></p> This paper deals with the study of some probabilistic and statistical properties of a Periodic Integer-Valued Moving Average Model (PINMA_{S}(q)). The closed forms of the mean, the second moment and the periodic autocovariance function are obtained. Furthermore, the time reversibility of the model is discussed in details. Moreover, the estimation of the underlying parameters are obtained by the Yule-Walker method, the Conditional Least Square method (CLS) and the Weighted Conditional Least Square method (WCLS). A simulation study is carried out to evaluate the performance of the estimation method. Moreover, an application on real data set is provided. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=periodic%20integer-valued%20moving%20average" title="periodic integer-valued moving average">periodic integer-valued moving average</a>, <a href="https://publications.waset.org/abstracts/search?q=periodically%20correlated%20process" title=" periodically correlated process"> periodically correlated process</a>, <a href="https://publications.waset.org/abstracts/search?q=time%20reversibility" title=" time reversibility"> time reversibility</a>, <a href="https://publications.waset.org/abstracts/search?q=count%20data" title=" count data"> count data</a> </p> <a href="https://publications.waset.org/abstracts/132956/on-periodic-integer-valued-moving-average-models" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/132956.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">207</span> </span> </div> </div> </div> </main> <footer> <div id="infolinks" class="pt-3 pb-2"> <div class="container"> <div style="background-color:#f5f5f5;" class="p-3"> <div class="row"> <div class="col-md-2"> <ul class="list-unstyled"> About <li><a href="https://waset.org/page/support">About Us</a></li> <li><a href="https://waset.org/page/support#legal-information">Legal</a></li> <li><a target="_blank" rel="nofollow" href="https://publications.waset.org/static/files/WASET-16th-foundational-anniversary.pdf">WASET celebrates its 16th foundational anniversary</a></li> </ul> </div> <div class="col-md-2"> <ul class="list-unstyled"> Account <li><a href="https://waset.org/profile">My Account</a></li> </ul> </div> <div class="col-md-2"> <ul class="list-unstyled"> Explore <li><a href="https://waset.org/disciplines">Disciplines</a></li> <li><a href="https://waset.org/conferences">Conferences</a></li> <li><a href="https://waset.org/conference-programs">Conference Program</a></li> <li><a href="https://waset.org/committees">Committees</a></li> <li><a href="https://publications.waset.org">Publications</a></li> </ul> </div> <div class="col-md-2"> <ul class="list-unstyled"> Research <li><a href="https://publications.waset.org/abstracts">Abstracts</a></li> <li><a href="https://publications.waset.org">Periodicals</a></li> <li><a href="https://publications.waset.org/archive">Archive</a></li> </ul> </div> <div class="col-md-2"> <ul class="list-unstyled"> Open Science <li><a target="_blank" rel="nofollow" href="https://publications.waset.org/static/files/Open-Science-Philosophy.pdf">Open Science Philosophy</a></li> <li><a target="_blank" rel="nofollow" href="https://publications.waset.org/static/files/Open-Science-Award.pdf">Open Science Award</a></li> <li><a target="_blank" rel="nofollow" href="https://publications.waset.org/static/files/Open-Society-Open-Science-and-Open-Innovation.pdf">Open Innovation</a></li> <li><a target="_blank" rel="nofollow" href="https://publications.waset.org/static/files/Postdoctoral-Fellowship-Award.pdf">Postdoctoral Fellowship Award</a></li> <li><a target="_blank" rel="nofollow" href="https://publications.waset.org/static/files/Scholarly-Research-Review.pdf">Scholarly Research Review</a></li> </ul> </div> <div class="col-md-2"> <ul class="list-unstyled"> Support <li><a href="https://waset.org/page/support">Support</a></li> <li><a href="https://waset.org/profile/messages/create">Contact Us</a></li> <li><a href="https://waset.org/profile/messages/create">Report Abuse</a></li> </ul> </div> </div> </div> </div> </div> <div class="container text-center"> <hr style="margin-top:0;margin-bottom:.3rem;"> <a href="https://creativecommons.org/licenses/by/4.0/" target="_blank" class="text-muted small">Creative Commons Attribution 4.0 International License</a> <div id="copy" class="mt-2">© 2025 World Academy of Science, Engineering and Technology</div> </div> </footer> <a href="javascript:" id="return-to-top"><i class="fas fa-arrow-up"></i></a> <div class="modal" id="modal-template"> <div class="modal-dialog"> <div class="modal-content"> <div class="row m-0 mt-1"> <div class="col-md-12"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> </div> </div> <div class="modal-body"></div> </div> </div> </div> <script src="https://cdn.waset.org/static/plugins/jquery-3.3.1.min.js"></script> <script src="https://cdn.waset.org/static/plugins/bootstrap-4.2.1/js/bootstrap.bundle.min.js"></script> <script src="https://cdn.waset.org/static/js/site.js?v=150220211556"></script> <script> jQuery(document).ready(function() { /*jQuery.get("https://publications.waset.org/xhr/user-menu", function (response) { jQuery('#mainNavMenu').append(response); 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Search results for: autocovariance