2D autoregressive model‐based dynamic correlated massive MU‐MIMO channel simulator

2017 ◽  
Vol 53 (17) ◽  
pp. 1228-1230 ◽  
Author(s):  
Tianyu Huang ◽  
Linhua Ma ◽  
Xing Hu ◽  
Shaocheng Huang ◽  
Shiping Liu
Keyword(s):  
Autoregressive Model ◽  
Mimo Channel ◽  
Model Based ◽  
Channel Simulator

scholarly journals A mixture autoregressive model based on Gaussian and Student’s t-distributions

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Savi Virolainen
Keyword(s):  
Interest Rate ◽  
Autoregressive Model ◽  
Autoregressive Models ◽  
Federal Funds ◽  
Treasury Bill ◽  
Federal Funds Rate ◽  
Empirical Application ◽  
Model Based ◽  
Interest Rate Spread ◽  
Student’S T

Abstract We introduce a new mixture autoregressive model which combines Gaussian and Student’s t mixture components. The model has very attractive properties analogous to the Gaussian and Student’s t mixture autoregressive models, but it is more flexible as it enables to model series which consist of both conditionally homoscedastic Gaussian regimes and conditionally heteroscedastic Student’s t regimes. The usefulness of our model is demonstrated in an empirical application to the monthly U.S. interest rate spread between the 3-month Treasury bill rate and the effective federal funds rate.

Analytic solution of uncertain autoregressive model based on principle of least squares

2019 ◽  
Vol 24 (4) ◽  
pp. 2721-2726 ◽  
Author(s):  
Xin Zhao ◽  
Jin Peng ◽  
Jie Liu ◽  
Xuejun Zhou
Keyword(s):  
Least Squares ◽  
Autoregressive Model ◽  
Analytic Solution ◽  
Model Based
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