On the Relationship between Conditional (CAR) and Simultaneous (SAR) Autoregressive Models
作者： Ephraim M. Hanks , Mevin B. Hooten , Mevin B. Hooten , Jay M. Ver Hoef
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摘要: … a CAR or a SAR model. We illustrate how to obtain any number of SAR covariance matrices from … We also discuss sparseness in the original CAR construction, and for the resulting SAR …
arxiv.org参考文章(25)
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