Autoregressive models are a statistical technique used to predict future values in a sequence based on its past values. It is essentially a fancy way of saying that it uses the past to predict the ...

Estimators for the parameters of autoregressive time series are compared, emphasizing processes with a unit root or a root close to 1. The approximate bias of the sum of the autoregressive ...

This is a preview. Log in through your library . Abstract Time series arise often in environmental monitoring settings, which typically involve measuring processes repeatedly over time. In many such ...