Comparing the First and the Second Orders of Random Coefficient Autoregressive Model on Time Series Data

Autcha Araveeporn, Somsri Banditvilai. Comparing the First and the Second Orders of Random Coefficient Autoregressive Model on Time Series Data. In Proceedings of the 2019 2nd International Conference on Mathematics and Statistics, ICoMS 2019, Prague, Czech Republic, July 8-10, 2019. pages 30-35, ACM, 2019. [doi]

Abstract

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