Volume 4 • Issue 2 • PP: 45-54 • 2024
On the Problem of Inverting Discrete Self-Regression Models to Continuous Models
Abstract
In this paper, we discuss the problem of converting auto-regression models at a discrete time into auto-regression models at continuous time, based on the idea of converting auto-regression models from first to second order. We study the general formula of AR (p) and its ability to convert from discrete to continuous time. Also, we use our model to study some real-life problems as a direct application of our approach.
Keywords
References
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