{"id":"https://openalex.org/W2025206734","doi":"https://doi.org/10.1080/03610910903061006","title":"Adaptive Estimation of Causal Periodic Autoregressive Model","display_name":"Adaptive Estimation of Causal Periodic Autoregressive Model","publication_year":2009,"publication_date":"2009-07-13","ids":{"openalex":"https://openalex.org/W2025206734","doi":"https://doi.org/10.1080/03610910903061006","mag":"2025206734"},"language":"en","primary_location":{"id":"doi:10.1080/03610910903061006","is_oa":false,"landing_page_url":"https://doi.org/10.1080/03610910903061006","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Statistics - Simulation and Computation","raw_type":"journal-article"},"type":"article","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/A5065514542","display_name":"Mohamed Bentarzi","orcid":"https://orcid.org/0000-0002-8723-578X"},"institutions":[{"id":"https://openalex.org/I157169809","display_name":"University of Sciences and Technology Houari Boumediene","ror":"https://ror.org/02kb89c09","country_code":"DZ","type":"education","lineage":["https://openalex.org/I157169809"]}],"countries":["DZ"],"is_corresponding":true,"raw_author_name":"M. Bentarzi","raw_affiliation_strings":["Universit\u00e9 des Sciences et de la Technologie, U. S. T. H. B. , Algiers , Algeria"],"affiliations":[{"raw_affiliation_string":"Universit\u00e9 des Sciences et de la Technologie, U. S. T. H. B. , Algiers , Algeria","institution_ids":["https://openalex.org/I157169809"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5024101807","display_name":"Hafida Guerbyenne","orcid":null},"institutions":[{"id":"https://openalex.org/I157169809","display_name":"University of Sciences and Technology Houari Boumediene","ror":"https://ror.org/02kb89c09","country_code":"DZ","type":"education","lineage":["https://openalex.org/I157169809"]}],"countries":["DZ"],"is_corresponding":false,"raw_author_name":"H. Guerbyenne","raw_affiliation_strings":["Universit\u00e9 des Sciences et de la Technologie, U. S. T. H. B. , Algiers , Algeria"],"affiliations":[{"raw_affiliation_string":"Universit\u00e9 des Sciences et de la Technologie, U. S. T. H. B. , Algiers , Algeria","institution_ids":["https://openalex.org/I157169809"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5020717066","display_name":"M. Merzougui","orcid":null},"institutions":[{"id":"https://openalex.org/I3121272148","display_name":"University of Boumerdes","ror":"https://ror.org/02dveg925","country_code":"DZ","type":"education","lineage":["https://openalex.org/I3121272148"]}],"countries":["DZ"],"is_corresponding":false,"raw_author_name":"M. Merzougui","raw_affiliation_strings":["Universit\u00e9 M'Hamed Bouguera , Boumerdes"],"affiliations":[{"raw_affiliation_string":"Universit\u00e9 M'Hamed Bouguera , Boumerdes","institution_ids":["https://openalex.org/I3121272148"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5065514542"],"corresponding_institution_ids":["https://openalex.org/I157169809"],"apc_list":null,"apc_paid":null,"fwci":0.3511,"has_fulltext":false,"cited_by_count":12,"citation_normalized_percentile":{"value":0.70626038,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"38","issue":"8","first_page":"1592","last_page":"1609"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9944999814033508,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"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"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9944999814033508,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"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"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9891999959945679,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"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/T11901","display_name":"Bayesian Methods and Mixture Models","score":0.9876999855041504,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/autoregressive-model","display_name":"Autoregressive model","score":0.8735297918319702},{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.7679862976074219},{"id":"https://openalex.org/keywords/asymptotic-distribution","display_name":"Asymptotic distribution","score":0.7484058141708374},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6443308591842651},{"id":"https://openalex.org/keywords/local-asymptotic-normality","display_name":"Local asymptotic normality","score":0.6412198543548584},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5663930773735046},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.46811407804489136},{"id":"https://openalex.org/keywords/quadratic-equation","display_name":"Quadratic equation","score":0.4325904846191406},{"id":"https://openalex.org/keywords/minimax","display_name":"Minimax","score":0.4171355962753296},{"id":"https://openalex.org/keywords/asymptotic-analysis","display_name":"Asymptotic analysis","score":0.4134158790111542},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.37450361251831055},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.3480961322784424},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.26288509368896484}],"concepts":[{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.8735297918319702},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.7679862976074219},{"id":"https://openalex.org/C65778772","wikidata":"https://www.wikidata.org/wiki/Q12345341","display_name":"Asymptotic distribution","level":3,"score":0.7484058141708374},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6443308591842651},{"id":"https://openalex.org/C196842392","wikidata":"https://www.wikidata.org/wiki/Q6664277","display_name":"Local asymptotic normality","level":4,"score":0.6412198543548584},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5663930773735046},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.46811407804489136},{"id":"https://openalex.org/C129844170","wikidata":"https://www.wikidata.org/wiki/Q41299","display_name":"Quadratic equation","level":2,"score":0.4325904846191406},{"id":"https://openalex.org/C149728462","wikidata":"https://www.wikidata.org/wiki/Q751319","display_name":"Minimax","level":2,"score":0.4171355962753296},{"id":"https://openalex.org/C119047807","wikidata":"https://www.wikidata.org/wiki/Q752718","display_name":"Asymptotic analysis","level":2,"score":0.4134158790111542},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.37450361251831055},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.3480961322784424},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.26288509368896484},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1080/03610910903061006","is_oa":false,"landing_page_url":"https://doi.org/10.1080/03610910903061006","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Statistics - Simulation and Computation","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Industry, innovation and infrastructure","id":"https://metadata.un.org/sdg/9","score":0.6499999761581421}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":23,"referenced_works":["https://openalex.org/W1533375765","https://openalex.org/W1535258871","https://openalex.org/W1538516738","https://openalex.org/W1963874316","https://openalex.org/W1966617811","https://openalex.org/W1970231228","https://openalex.org/W1970289298","https://openalex.org/W1971626125","https://openalex.org/W1974957046","https://openalex.org/W1981408088","https://openalex.org/W2019866982","https://openalex.org/W2023976677","https://openalex.org/W2026003927","https://openalex.org/W2056254215","https://openalex.org/W2056609565","https://openalex.org/W2062041060","https://openalex.org/W2081136651","https://openalex.org/W2094341253","https://openalex.org/W2152463715","https://openalex.org/W2494230787","https://openalex.org/W2503267194","https://openalex.org/W3022183157","https://openalex.org/W4245378867"],"related_works":["https://openalex.org/W2021866332","https://openalex.org/W2109421145","https://openalex.org/W1591390082","https://openalex.org/W2372013508","https://openalex.org/W2047732275","https://openalex.org/W2240295716","https://openalex.org/W1649659002","https://openalex.org/W2131602998","https://openalex.org/W2054644761","https://openalex.org/W2258642604"],"abstract_inverted_index":{"This":[0],"article":[1],"deals":[2],"with":[3,12,52],"the":[4,27,45,77,82,88,98,111,115,122],"adaptive":[5,112],"estimation":[6],"of":[7,31,44,58,68,114,121],"a":[8,53],"periodic":[9],"autoregressive":[10,49,117],"model,":[11,76],"unspecified":[13],"innovation":[14],"density":[15],"satisfying":[16],"only":[17],"some":[18],"general":[19],"technical":[20],"assumptions.":[21],"We":[22],"first":[23],"establish,":[24],"while":[25],"verifying":[26],"adapted":[28],"sufficient":[29],"conditions":[30],"Swensen":[32,34],"(1985":[33],",":[35,71],"A.":[36],"R.":[37],"(":[38],"1985":[39],").":[40],"The":[41,119],"asymptotic":[42],"distribution":[43],"likelihood":[46],"ratio":[47],"for":[48],"time":[50],"series":[51],"regression":[54],"trend":[55],".":[56],"Journal":[57],"Multivariate":[59],"Analysis":[60],"16":[61],":":[62],"54":[63],"\u2013":[64],"70":[65],".[Crossref],":[66],"[Web":[67],"Science":[69],"\u00ae]":[70],"[Google":[72],"Scholar])":[73],"to":[74],"our":[75],"Local":[78,83,89],"Asymptotic":[79,84,90],"Normality":[80],"(LAN),":[81],"Quadratic":[85],"(LAQ),":[86],"and":[87],"properties":[91],"satisfied":[92],"by":[93],"its":[94],"central":[95],"sequence.":[96],"Secondly,":[97],"Locally":[99],"Asymptotically":[100],"Minimax":[101],"(LAM)":[102],"estimators":[103,113,124],"are":[104,125],"constructed.":[105],"Using":[106],"these":[107],"results,":[108],"we":[109],"construct":[110],"unknown":[116],"parameters.":[118],"performances":[120],"established":[123],"shown,":[126],"via":[127],"simulation":[128],"studies.":[129]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":4},{"year":2019,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2013,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
