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An ARCH(q) model can be estimated using ordinary least squares. A method for testing whether the residuals ϵ t {\displaystyle \epsilon _{t}} exhibit time-varying heteroskedasticity using the Lagrange multiplier test was proposed by Engle (1982).
Autoregressive conditional heteroskedasticity (ARCH) models time series where the variance changes. Seasonal ARIMA (SARIMA or periodic ARMA) models periodic variation. Autoregressive fractionally integrated moving average (ARFIMA, or Fractional ARIMA, FARIMA) model time-series that exhibits long memory .
Assessment of transient evoked otoacoustic emissions (TEOAE) in an adult. An otoacoustic emission (OAE) is a sound that is generated from within the inner ear.Having been predicted by Austrian astrophysicist Thomas Gold in 1948, its existence was first demonstrated experimentally by British physicist David Kemp in 1978, [1] and otoacoustic emissions have since been shown to arise through a ...
Weighted least squares (WLS), also known as weighted linear regression, [1] [2] is a generalization of ordinary least squares and linear regression in which knowledge of the unequal variance of observations (heteroscedasticity) is incorporated into the regression.
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Graph showing a typical Auditory Brainstem Response. The auditory brainstem response (ABR), also called brainstem evoked response audiometry (BERA) or brainstem auditory evoked potentials (BAEPs) or brainstem auditory evoked responses (BAERs) [1] [2] is an auditory evoked potential extracted from ongoing electrical activity in the brain and recorded via electrodes placed on the scalp.
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