Author: Livio Fenga
Title: CoViD--19: An Automatic, Semiparametric Estimation Method for the Population Infected in Italy Document date: 2020_3_18
ID: hhj7zte1_20
Snippet: The distance function adopted (π), called AR distance, has been introduced by Piccolo (2007)). Briefly, the series of interest are considered a realization of an ARMA (Autoregressive Moving Average) model (see, e.g. Makridakis and Hibon (1997) ) so that, each of them can be expressed as an autoregressive model of infinite order, i.e. AR(∞) whose infinite sequence of AR parameters is α 1 , α 2 , . . . . Without loss of generality, the distanc.....
Document: The distance function adopted (π), called AR distance, has been introduced by Piccolo (2007)). Briefly, the series of interest are considered a realization of an ARMA (Autoregressive Moving Average) model (see, e.g. Makridakis and Hibon (1997) ) so that, each of them can be expressed as an autoregressive model of infinite order, i.e. AR(∞) whose infinite sequence of AR parameters is α 1 , α 2 , . . . . Without loss of generality, the distance between the series s and c π(s, c) (Eqn 3) is expressed as
Search related documents:
Co phrase search for related documents- autoregressive model and infinite order: 1
- autoregressive model and interest series: 1, 2
- distance function and infinite order: 1
- infinite order and interest series: 1
Co phrase search for related documents, hyperlinks ordered by date