Về một thuật toán mô phỏng mô hình tự hồi quy AR(p)
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.
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PDF (Tiếng Việt)DOI: https://doi.org/10.15625/1813-9663/12/1/8042 Display counter: Abstract : 85 views. PDF (Tiếng Việt) : 646 views.
Oktrik
Journal of Computer Science and Cybernetics ISSN: 1813-9663
Published by Vietnam Academy of Science and Technology