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technique Autocorrelator Cochrane–Orcutt
estimation (transformation for
autocorrelated error terms)
Correlation function Correlogram Cross-correlation CUSUM...
- However, real-world data
often does not meet this requirement; it is
autocorrelated (also
known as
serial correlation). As one example, the
successive readings...
-
positively autocorrelated. If d > d U , α {\textstyle d>d_{U,\alpha }} ,
there is no
statistical evidence that the
error terms are
positively autocorrelated. If...
-
samples from the distribution, and
these are free from the
problem of
autocorrelated samples that is
inherent in MCMC methods. The
algorithm is
named in...
-
Carlo integration are
statistically independent,
those used in MCMC are
autocorrelated.
Correlations of
samples introduces the need to use the
Markov chain...
- in
which the
hypothesized rate of
molecular evolution varies in an
autocorrelated manner Concomitant disease in pregnancy, a pre-existing
disease that...
-
after testing and retesting, some of the
dimensions were
found to be
autocorrelated and the
total number of
dimensions was
reduced to five,
namely - reliability...
- the
exact formulas for any
sample size, and can be
applied to
heavily autocorrelated time
series like Wall
Street stock quotes. Moreover, this
formula works...
-
likelihood estimate.
Cases involving missing data, heteroscedasticity, or
autocorrelated residuals require deeper considerations.
Another issue is the robustness...
-
covariance matrix of a
regression model when
errors are
heteroskedastic and
autocorrelated.
Newey received his B.A. from
Brigham Young University in 1978, and...
