| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1155249 | Statistics & Probability Letters | 2008 | 7 Pages |
Abstract
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Glaysar Castro, Valerie Girardin,