Cargando…

A comparative simulation study of AR(1) estimators in short time series

Various estimators of the autoregressive model exist. We compare their performance in estimating the autocorrelation in short time series. In Study 1, under correct model specification, we compare the frequentist r (1) estimator, C-statistic, ordinary least squares estimator (OLS) and maximum likeli...

Descripción completa

Detalles Bibliográficos
Autores principales:	Krone, Tanja, Albers, Casper J., Timmerman, Marieke E.
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Springer Netherlands 2015
Materias:	Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5227053/ https://www.ncbi.nlm.nih.gov/pubmed/28133396 http://dx.doi.org/10.1007/s11135-015-0290-1

Ejemplares similares

Comparison of Estimation Procedures for Multilevel AR(1) Models
por: Krone, Tanja, et al.
Publicado: (2016)

Bayesian Gaussian distributional regression models for more efficient norm estimation
por: Voncken, Lieke, et al.
Publicado: (2020)

Improving confidence intervals for normed test scores: Include uncertainty due to sampling variability
por: Voncken, Lieke, et al.
Publicado: (2018)

Bias-Variance Trade-Off in Continuous Test Norming
por: Voncken, Lieke, et al.
Publicado: (2020)

Insight Into Individual Differences in Emotion Dynamics With Clustering
por: Ernst, Anja F., et al.
Publicado: (2019)

Power estimation using simulations for air pollution time-series studies
por: Winquist, Andrea, et al.
Publicado: (2012)

A Conway–Maxwell–Poisson-Binomial AR(1) Model for Bounded Time Series Data
por: Chen, Huaping, et al.
Publicado: (2023)

Deformation Estimation for Time Series InSAR Using Simulated Annealing Algorithm
por: Duan, Wei, et al.
Publicado: (2018)

AR-Therapist: Design and Simulation of an AR-Game Environment as a CBT for Patients with ADHD
por: Alqithami, Saad, et al.
Publicado: (2019)

Sequential estimation of the parameters in unstable AR(2)
por: Galtchouk, L, et al.
Publicado: (2004)

Atomistic simulations of $^{40}$Ar diffusion in muscovite
por: Nteme, Jehiel, et al.
Publicado: (2022)

$^{43}$Ar and $^{44}$Ar
por: Hudis, J, et al.
Publicado: (1970)

$^{43}Ar$ and $^{44}Ar$
por: Hudis, J, et al.
Publicado: (1970)

Of power and despair in cetacean conservation: estimation and detection of trend in abundance with noisy and short time-series
por: Authier, Matthieu, et al.
Publicado: (2020)

Estimating effects of health policy interventions using interrupted time-series analyses: a simulation study
por: Jiang, Huan, et al.
Publicado: (2022)

Detection Threshold Estimates for InSAR Time Series: A Simulation of Tropospheric Delay Approach
por: Havazli, Emre, et al.
Publicado: (2021)

Measurement error in time-series analysis: a simulation study comparing modelled and monitored data
por: Butland, Barbara K, et al.
Publicado: (2013)

To Be(Ar) Or Not to Be(Ar) – Jones Dilemma?
por: Andrews, Nicholas A., et al.
Publicado: (2022)

Pseudotime estimation: deconfounding single cell time series
por: Reid, John E., et al.
Publicado: (2016)

Comparing Short-Term Univariate and Multivariate Time-Series Forecasting Models in Infectious Disease Outbreak
por: Assad, Daniel Bouzon Nagem, et al.
Publicado: (2022)

Time Series Electrical Motor Drives Forecasting Based on Simulation Modeling and Bidirectional Long-Short Term Memory
por: Le, Thi-Thu-Huong, et al.
Publicado: (2023)

Nonparametric curve estimation from time series
por: Györfi, Lázió, et al.
Publicado: (1989)

Estimation in Conditionally Heteroscedastic Time Series Models
por: Straumann, Daniel
Publicado: (2006)

On atmospheric $^{39}Ar$ and $^{42}Ar$ abundance
por: Cennini, P, et al.
Publicado: (1995)

Masses of 32Ar and 33Ar for fundamental tests
por: Blaum, K, et al.
Publicado: (2003)

An estimation on the mechanical stabilities of SAMs by low energy Ar(+) cluster ion collision
por: Tong, Y., et al.
Publicado: (2021)

The mass of $^{32}Ar$ and $^{33}Ar$ for fundamental tests
por: Blaum, K, et al.
Publicado: (2003)

Co-expression and clinical utility of AR-FL and AR splice variants AR-V3, AR-V7 and AR-V9 in prostate cancer
por: Wüstmann, Neele, et al.
Publicado: (2023)

ArGSLab: a tool for analyzing experimental or simulated particle networks
por: Immink, Jasper N., et al.
Publicado: (2021)

Long Short-Term Memory Network for Development and Simulation of Warfarin Dosing Model Based on Time Series Anticoagulant Data
por: Kuang, Yun, et al.
Publicado: (2022)

Comparing genomes recovered from time-series metagenomes using long- and short-read sequencing technologies
por: Orellana, Luis H., et al.
Publicado: (2023)

GABARAPL1 Promotes AR+ Prostate Cancer Growth by Increasing FL-AR/AR-V Transcription Activity and Nuclear Translocation
por: Su, Bing, et al.
Publicado: (2019)

Short time-series microarray analysis: Methods and challenges
por: Wang, Xuewei, et al.
Publicado: (2008)

Permutation test for periodicity in short time series data
por: Ptitsyn, Andrey A, et al.
Publicado: (2006)

Permutation test for periodicity in short time series data
por: Ptitsyn, Andrey A, et al.
Publicado: (2007)

Evaluation of Scaling Invariance Embedded in Short Time Series
por: Pan, Xue, et al.
Publicado: (2014)

On the relationship between time-series studies, dynamic population studies, and estimating loss of life due to short-term exposure to environmental risks.
por: Burnett, Richard T, et al.
Publicado: (2003)

Signal profiling of the β(1)AR reveals coupling to novel signalling pathways and distinct phenotypic responses mediated by β(1)AR and β(2)AR
por: Lukasheva, Viktoriya, et al.
Publicado: (2020)

Highly comparative time-series analysis: the empirical structure of time series and their methods
por: Fulcher, Ben D., et al.
Publicado: (2013)

Neural Estimator of Information for Time-Series Data with Dependency
por: Molavipour, Sina, et al.
Publicado: (2021)

Cannot write session to /tmp/vufind_sessions/sess_3bofa21u697tspsqpg49bfoikk