The model assumed is first-order autoregressive with contemporaneous correlation between cross sections. In this model, the covariance matrix for the vector of random errors u can be expressed as A ...
There are also trade-offs in creativity. Because the energy critic favors low-energy (i.e., high-probability) text, the model ...
Polygonal meshes are widely used in computer graphics, robotics, and game development to represent virtual objects and scenes. Exisitng learning-based methods for 3D object generation have relied on ...
This paper extends the classical two-regime threshold autoregressive model by introducing hysteresis to its regime-switching structure, which leads to a new model: the hysteretic autoregressive model.
This is a preview. Log in through your library . Abstract Time series of event counts are common in political science and other social science applications. Presently, there are few satisfactory ...
To capture the "long-memory" effect in volatility, a multiplicative component conditional autoregressive range (MCCARR) model is proposed. We show theoretically that the MCCARR model can capture the ...