... autoregression 自回归 autoregressive coefficient 自回归系数 autoregressive model 自回归模型 ...
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Functional Coefficient Autoregressive 泛函系统自回归模型
Random Coefficient Autoregressive Model 随机系数自回归模型
Sparse coefficient Autoregressive model 疏系数自回归
functional-coefficient linear autoregressive model 函数系数线性自回归模型
In this paper, a random coefficient functional autoregressive model is proposed and the sufficient condition of the geometric ergodicity is obtained.
提出了随机系数泛函自回归模型，得到了几何遍历性的充分条件。
A global smoothing method based on polynomial splines is used to estimate the coefficient functions in functional-coefficient linear autoregressive models.
基于多项式样条全局光滑方法，建立函数系数线性自回归模型中系数函数的样条估计。
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