It stands for conditional autoregressive value at risk.    From Wordnik.com.  [Robert F. Engle III - Autobiography] Reference

But go to a third order autoregressive-moving average and MM are right.    From Wordnik.com.  [AR1 on First Differences « Climate Audit] Reference

He found that the concept of autoregressive conditional heteroskedasticity.    From Wordnik.com.  [The Prize in Economics 2003 - Press Release] Reference

For example, a random walk or an AR process with an autoregressive parameter of 1 is I1.    From Wordnik.com.  [Juckes – Meet the Durbin-Watson Statistic « Climate Audit] Reference

In technical terms, the random variable displays autoregressive conditional heteroskedasticity.    From Wordnik.com.  [The Prize in Economics 2003 - Information for the Public] Reference

Processes that generate red or blue noise are generally called “AR”, or autoregressive, processes.    From Wordnik.com.  [Verification r2 Revealed!!! « Climate Audit] Reference

Who knows what I can replicate with an autoregressive time series incorporating a couple of parameters?.    From Wordnik.com.  [To Browsing Undergraduates « Climate Audit] Reference

The caption to Figure 2 of Percival 1993 reports that the variance of an autoregressive process with àƒ?.    From Wordnik.com.  [Spurious #5: Variance of Autocorrelated Processes « Climate Audit] Reference

It means the autocorrelation coefficient is a weak model for describing the autoregressive effect of alpha.    From Wordnik.com.  [Willis E on Hansen and Model Reliability « Climate Audit] Reference

In particular, he applied the concept of "autoregressive conditional heteroskedasticity" (ARCH) for this purpose.    From Wordnik.com.  [The Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel 1969-2006] Reference

Partial autocorrelation is estimated by fitting autoregressive models of successively higher orders up to the lag.max.    From Wordnik.com.  [More bender and Willis on Emanuel « Climate Audit] Reference

Newbold, Journal of Econometrics 2 1974, there is a related example of two independent first order autoregressive progress.    From Wordnik.com.  [Juckes and 99.98% Significance « Climate Audit] Reference

However, the power spectrum has three dominate peaks and if I model those with an autoregressive model the situation may change.    From Wordnik.com.  [More on MBH98 Figure 7 « Climate Audit] Reference

If you simualte 36 series with typical autoregressive persistence and pick the 10 ones with biggest closing trends, you get a HS.    From Wordnik.com.  [New Scientist on the Hockey Stick « Climate Audit] Reference

The autoregressive parameter is estimated for each of these series, as well as the number of warmest years occurring in 1990-2005.    From Wordnik.com.  [Unthreaded #17 « Climate Audit] Reference

Of course, once we do this the autoregressive and moving average components could take a hit in terms of magnitude and statistical significance.    From Wordnik.com.  [Satellite Measurements #2: Arima « Climate Audit] Reference

For instance, suppose you needed to generate time-varying Rayleigh fading channels based on autoregressive models to support your fading channel simulation.    From Wordnik.com.  [Rambles at starchamber.com » Blog Archive » Me being interviewed in EE Times] Reference

I pointed out that some features of temperature series were remarkably well modeled by ARMA1,1 processes with both an autoregressive and moving average term.    From Wordnik.com.  [Independent and Autocorrelated: Some Examples « Climate Audit] Reference

Steve and Ross simulated with an ARFIMA — autoregressive fractionally integrated moving average — model using the estimated correlogram of tree ring network.    From Wordnik.com.  [AR1 on First Differences « Climate Audit] Reference

Exogenous processes that fade in and out tend to inhibit the estimation of the endogenous autoregressive component, because they introduce a complex nonstationary noise structure.    From Wordnik.com.  [More Tangled Webs « Climate Audit] Reference

Final model controlling for autoregressive effects.    From Wordnik.com.  [Recently Uploaded Slideshows] Reference

At no point am I talking about an autoregressive posture to Carnatic music.    From Wordnik.com.  [The Hindu - Front Page] Reference

They "complexify" the simple random walk model into an autoregressive model.    From Wordnik.com.  [The Reference Frame] Reference

It is generated from an autoregressive (AR) process of order and a moving average (MA) process of order.    From Wordnik.com.  [PLoS ONE Alerts: New Articles] Reference

To create a random-walk-based model that produces bounded functions, it's enough to replace it by an autoregressive model.    From Wordnik.com.  [The Reference Frame] Reference

A common and convenient method to model the covariance structure of is to use the first-order autoregressive model (AR (1)).    From Wordnik.com.  [PLoS ONE Alerts: New Articles] Reference

Smoothed relative risks of ovarian cancer mortality were obtained, using the Besag, York and Mollie autoregressive spatial model.    From Wordnik.com.  [BioMed Central - Latest articles] Reference

In other words, we use a repeated measures design in our regression models that assumes strong temporal autoregressive dependence (AR1 variance structure).    From Wordnik.com.  [PLoS ONE Alerts: New Articles] Reference

Our regression models considered year as a repeated measure with a first order autoregressive variance structure with sites (2 per island) as subjects, nested within island.    From Wordnik.com.  [PLoS ONE Alerts: New Articles] Reference

(autoregressive) noise processes to define ARMA (autoregressive moving average) processes.    From Wordnik.com.  [WordPress.com News] Reference

fi t was determined, Year 1 variables were introduced to model Mediation testing autoregressive effects.    From Wordnik.com.  [Recently Uploaded Slideshows] Reference

An autoregressive process is defined by.    From Wordnik.com.  [Spurious #5: Variance of Autocorrelated Processes « Climate Audit] Reference

Instead of removing these cases, the autoregressive SRMR 0.07).    From Wordnik.com.  [Recently Uploaded Slideshows] Reference

The autoregressive moving-average model, which is usually referred to as ARMA (.    From Wordnik.com.  [PLoS ONE Alerts: New Articles] Reference

Vector autoregressive process?.    From Wordnik.com.  [Bürger Review « Climate Audit] Reference