کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1155249 958462 2008 7 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Characterization of periodically correlated and multivariate stationary discrete time wide Markov processes
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Characterization of periodically correlated and multivariate stationary discrete time wide Markov processes
چکیده انگلیسی
The aim of this paper is to give an overview of the structure of the class of discrete time wide Markov processes, either periodically correlated or multivariate stationary. We show many properties of their covariance, correlation and reflection coefficients matrices. We characterize these processes chiefly in terms of autoregressive models of order one. Illustrative numerical examples are given.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 78, Issue 2, 1 February 2008, Pages 158-164
نویسندگان
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