First order autoregressive Markov processes

DOI10.1016/0304-4149(78)90038-8zbMATH Open0375.60078OpenAlexW1999518054MaRDI QIDQ1246201FDOQ1246201

Authors: K. Appert 

Publication date: 1978

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(78)90038-8

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stationary stochastic processes (60G10) Inference from stochastic processes (62Mxx)

Cites Work

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• A CHARACTERIZATION THEOREM FOR POSITIVE DEFINITE SEQUENCES ON THE KRAWTCHOUK POLYNOMIALS1
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• The covariance structure of queues and related processes – a survey of recent work
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• FINITE BIVARIATE DISTRIBUTIONS AND SEMIGROUPS OF NON-NEGATIVE MATRICES
• Some theorems on the transient covariance of Markov chains
• On the autocorrelation and spectral functions of queues
• On linearly regressive processes

Cited In (2)

• Characterization of periodically correlated and multivariate stationary discrete time wide Markov processes
• Discrete dams with Markovian inputs

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