The asymptotic distribution of residual autocorrelations and a score statistic are derived for checking model adequacy for some Markov regression models for time series. These models are natural ...

Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 80, No. 5 (2018), pp. 975-993 (19 pages) Estimating conditional quantiles of financial time series is essential for ...

Single and multivariable regression, forecasting using regression models, time series models, and modeling with MA, AR, ARMA, and ARIMA models, forecasting with time series models, and spectral ...

As sequencing technologies have advanced, the amount of information regarding the composition of bacterial communities from various environments (for example, skin or soil) has grown exponentially. To ...