PAR(1) model analysis: a web-based shiny application for analysing periodic autoregressive models

DOI10.1080/00949655.2021.2021528OpenAlexW4205632493WikidataQ113438142 ScholiaQ113438142MaRDI QIDQ5086089

T. Manouchehri, A. R. Nematollahi

Publication date: 1 July 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2021.2021528

zbMATH Keywords

shinyBayesian analysisGibbs samplingMCMC algorithmsMAP estimateperiodic autoregressive modelsECM algorithmsscale mixture of skew normal

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Stationary stochastic processes (60G10) Statistics (62-XX)

Uses Software

• partsm

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Robust mixture modeling based on scale mixtures of skew-normal distributions
• Bibliography on cyclostationarity
• Cyclostationarity: half a century of research
• Estimating the dimension of a model
• On periodic and multiple autoregressions
• Periodic integration: Further results on model selection and forecasting
• Monte Carlo methods in Bayesian computation
• Periodic autoregressive models with closed skew-normal innovations
• Mixture periodic autoregressive time series models
• Fitting autoregressive models for prediction
• Robust mixture regression modeling based on scale mixtures of skew-normal distributions
• Bayesian inference for shape mixtures of skewed distributions, with application to regression analysis
• Recursive Prediction and Likelihood Evaluation for Periodic ARMA Models
• Large Sample Properties of Parameter Estimates for Periodic ARMA Models
• Periodic autoregressive model identification using genetic algorithms
• Maximum likelihood estimation via the ECM algorithm: A general framework
• PARSIMONIOUS PERIODIC TIME SERIES MODELING
• Robust Estimation For Periodic Autoregressive Time Series
• A Bayesian extension of the minimum AIC procedure of autoregressive model fitting
• Some results in periodic autoregression
• DIAGNOSTIC CHECKING OF PERIODIC AUTOREGRESSION MODELS WITH APPLICATION
• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
• Bayesian Measures of Model Complexity and Fit
• RECURSIVE COMPUTATION OF THE PARAMETERS OF PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
• Parsimony, Model Adequacy and Periodic Correlation in Time Series Forecasting
• Maximum a-posteriori estimation of autoregressive processes based on finite mixtures of scale-mixtures of skew-normal distributions
• On the estimation problem of periodic autoregressive time series: symmetric and asymmetric innovations
• Periodically Correlated Random Sequences

This page was built for publication: PAR(1) model analysis: a web-based shiny application for analysing periodic autoregressive models