Characterization of periodically correlated and multivariate stationary discrete time wide Markov processes (Q2476824)
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scientific article; zbMATH DE number 5248590
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| default for all languages | No label defined |
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| English | Characterization of periodically correlated and multivariate stationary discrete time wide Markov processes |
scientific article; zbMATH DE number 5248590 |
Statements
Characterization of periodically correlated and multivariate stationary discrete time wide Markov processes (English)
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12 March 2008
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autoregressive processes
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multivariate stationary processes
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non-stationary processes
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periodically correlated processes
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reflection coefficients
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wide Markov processes
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0.8829115629196167
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0.8232660889625549
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0.8232439160346985
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0.813388466835022
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0.800055980682373
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