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 ...

In the estimation of autoregressive parameters, biases from ordinary least-squares or maximum likelihood estimator are big even for moderately large sample sizes. A new tapering estimation technique ...

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 ...

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 ...