An Autoregressive Model for Time Series of Circular Data

被引：3

作者：

Artes, Rinaldo ^{[1
]}

Toloi, Clelia M. C. ^{[2
]}

机构：

[1] Insper Inst Educ & Res, Sao Paulo, Brazil

[2] IME USP, Sao Paulo, Brazil

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2010年 / 39卷 / 01期

基金：

巴西圣保罗研究基金会;

关键词：

Autoregressive models; Circular data; Circular mean; von Mises distribution;

D O I：

10.1080/03610920802650338

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This article focuses on estimating an autoregressive regression model for circular time series data. Simulation studies have shown the difficulties involved in obtaining good estimates from low concentration data or from small samples. It presents an application using real data.

引用

页码：186 / 194

页数：9

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