The problem is to find enough restrictions in order to limit the infinite number of functions that autocorrelated
generate the observed signal.
[[epsilon].sup.M.sub.t] = the autocorrelated
lognormal deviation in natural mortality for year t:
They recorded autocorrelated
errors in the adjustment of the nonlinear regression models to the growth data of the green dwarf coconut, cacao and cashew fruits and coffee seed germination, respectively.
Chen, "Computer intrusion detection through EWMA for autocorrelated
and uncorrelated data," IEEE Transactions on Reliability, vol.
Wu, "Optimal filtering for systems with finite-step autocorrelated
noises and multiple packet dropouts," Aerospace Science and Technology, vol.
Under the null hypothesis that errors of the Taylor rule equation are autocorrelated
, we find the value of likelihood ratio as 12.46 which is significant at 1%.
Although generalized linear mixed models generated more robust results with spatially autocorrelated
data and uneven sampling, it is unclear how well these models perform given low sample sizes.
A NN ensemble-enabled model was used to classify unnatural CCPs for an autocorrelated
d.) n x n matrix and it is well known to statisticians that autocorrelated
errors reduce the efficiency of the OLSE.
(1987) "A Simple Positive-Definite Heteroskedasticity and Autocorrelated
Covarience Matrix." Econometrica (55): 703-08.
The values reported for the autoregressive AR(1) and AR(2) terms are the p-values for the first-order and second-order autocorrelated
In these cases, series must be filtered with an autoregressive model, for example by using a modified Mann-Kendall test for autocorrelated
series, as proposed by Hamed and Rao (1998).