Về một thuật toán mô phỏng mô hình tự hồi quy AR(p)

Nguyễn Trung Hòa

Abstract


An algorithm of  simulating the regular stationary Gaussian autoregressive model is proposed. Numerical examples have been issued in oder to the efficiency of  the algorithm.




DOI: https://doi.org/10.15625/1813-9663/12/1/8042 Display counter: Abstract : 52 views. PDF (Tiếng Việt) : 489 views.

Oktrik

Journal of Computer Science and Cybernetics ISSN: 1813-9663

Published by Vietnam Academy of Science and Technology