ABSTRACT: In this paper we consider the arrival process of a multiserver queue governed by a discrete autoregressive process of order 1 [DAR(1)] with Quasi-Negative Binomial Distribution-II as the ...

After computing the sample autocovariance matrices, PROC STATESPACE fits a sequence of vector autoregressive models. These preliminary autoregressive models are used to estimate the autoregressive ...

Abstract: The objective of this research is to study numerical integral equation (NIE) methods for evaluating the average run length (ARL) on the triple exponentially weighted moving average (TEWMA) ...

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 ...

ABSTRACT: The analysis of time series is essential for building mathematical models to generate synthetic hydrologic records, to forecast hydrologic events, to detect intrinsic stochastic ...

A model with first-order autoregressive errors, AR(1), has the form while an AR(2) error process has the form and so forth for higher-order processes. Note that the ...

1 Department of Psychology, Sungkyunkwan University, Seoul, South Korea 2 Department of Psychological Sciences, University of Missouri, Columbia, MO, USA Intensive longitudinal studies, such as ...