Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153652 | Statistics & Probability Letters | 2011 | 8 Pages |
Abstract
This paper provides recursive equations for the predictive distributions of one-dependent and two-dependent determinantal processes. Fixed order recursive equations can be applied both to efficiently simulate trajectories and to explore properties of the process.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
D.M. Cifarelli, S. Fortini,