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A higher-order random-parameter process for modeling and porecasting time series |
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| Authors: | Nien Fan Zhang Robert V. Foutz |
| Affiliation: | 1. Department of Statistics , Southern MethodistUniversity , Dallas, Texas, 75275;2. Department of Statistics , Institute and State University Virginia Polytechnic , Blacksburg, Virginia, 24061 |
| Abstract: | |
| Keywords: | Autoregressive process doubly stochastic process random parameters forecasting maximum liKalihood estimation |