{"id":"https://openalex.org/W4385992129","doi":"https://doi.org/10.12988/ijcms.2023.91869","title":"Estimation of parameters using an updated vector autoregressive model","display_name":"Estimation of parameters using an updated vector autoregressive model","publication_year":2023,"publication_date":"2023-01-01","ids":{"openalex":"https://openalex.org/W4385992129","doi":"https://doi.org/10.12988/ijcms.2023.91869"},"language":"en","primary_location":{"id":"doi:10.12988/ijcms.2023.91869","doi":"https://doi.org/10.12988/ijcms.2023.91869","is_oa":false,"landing_page_url":"http://dx.doi.org/10.12988/ijcms.2023.91869","pdf_url":null,"source":{"id":"https://openalex.org/S4210185525","display_name":"International Journal of Contemporary Mathematical Sciences","issn_l":"1312-7586","issn":["1312-7586","1314-7544"],"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":["anvur-scientific"],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Contemporary Mathematical Sciences","raw_type":"journal-article"},"parent_works":[],"lineage":["https://openalex.org/W4385992129"],"child_works_count":0,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5021368058","display_name":"Michael Musyoki","orcid":"https://orcid.org/0000-0003-2598-6614","observed_orcids":["https://orcid.org/0000-0003-2598-6614"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Michael Musyoki","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5065686162","display_name":"David Angwenyi","orcid":"https://orcid.org/0000-0002-6958-2817","observed_orcids":["https://orcid.org/0000-0002-6958-2817"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"David Angwenyi","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5065068668","display_name":"David Anekeya Alilah","orcid":"https://orcid.org/0000-0002-3306-4786","observed_orcids":["https://orcid.org/0000-0002-3306-4786"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"David Alilah","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5074892849","display_name":"Oryiema Robert","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Robert Oryiema","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.0,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"18","issue":"1","first_page":"55","last_page":"64"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T13487","display_name":"Statistical and numerical algorithms","score":0.6401000022888184,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T13487","display_name":"Statistical and numerical algorithms","score":0.6401000022888184,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11236","display_name":"Control Systems and Identification","score":0.19259999692440033,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.0502999983727932,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/parameter-estimation","display_name":"parameter estimation","score":0.8399999737739563},{"id":"https://openalex.org/keywords/vector-autoregression","display_name":"vector autoregression","score":0.968999981880188},{"id":"https://openalex.org/keywords/time-series-modeling","display_name":"time series modeling","score":0.5889999866485596}],"concepts":[{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.7442221641540527},{"id":"https://openalex.org/C96250715","wikidata":"https://www.wikidata.org/wiki/Q965330","display_name":"Estimation","level":2,"score":0.5714809894561768},{"id":"https://openalex.org/C194657046","wikidata":"https://www.wikidata.org/wiki/Q7394685","display_name":"STAR model","level":4,"score":0.5709974765777588},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.47157448530197144},{"id":"https://openalex.org/C42536954","wikidata":"https://www.wikidata.org/wiki/Q7049462","display_name":"Nonlinear autoregressive exogenous model","level":3,"score":0.46104544401168823},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.4293172359466553},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3673979640007019},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.35355615615844727},{"id":"https://openalex.org/C24338571","wikidata":"https://www.wikidata.org/wiki/Q2566298","display_name":"Autoregressive integrated moving average","level":3,"score":0.32431626319885254},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.17077121138572693},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.13492122292518616},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.12988/ijcms.2023.91869","doi":"https://doi.org/10.12988/ijcms.2023.91869","is_oa":false,"landing_page_url":"http://dx.doi.org/10.12988/ijcms.2023.91869","pdf_url":null,"source":{"id":"https://openalex.org/S4210185525","display_name":"International Journal of Contemporary Mathematical Sciences","issn_l":"1312-7586","issn":["1312-7586","1314-7544"],"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":["anvur-scientific"],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Contemporary Mathematical Sciences","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W2527557335","https://openalex.org/W2477968382","https://openalex.org/W6960364905","https://openalex.org/W2321666679","https://openalex.org/W4250393056","https://openalex.org/W2016920816","https://openalex.org/W2095160096","https://openalex.org/W2566907336","https://openalex.org/W2181931949","https://openalex.org/W1966844314"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-11-14T11:04:58.165337","created_date":"2023-08-19T00:00:00"}
