On periodically correlated wide-sense Markov processes

DOI10.1007/S40995-016-0093-9MaRDI QIDQ1708698zbMATH OpenOpenAlexFDO

Authors A. Saadatmand, A. R. Nematollahi, Soltan Mohammad Sadooghi-Alvandi

Publication date 26 March 2018

Published in Iranian Journal of Science and Technology, Transactions A: Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s40995-016-0093-9

zbMATH Keywords

stationary processesperiodically correlated processesmultivariate autoregressive processesperiodic autoregressive processeswide-sense Markov processes

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3336457 (Why is no real title available?)
• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• Characterization of periodically correlated and multivariate stationary discrete time wide Markov processes
• Discrete time periodically correlated Markov processes
• Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes.
• Multivariate Wide-sense Markov Processes and Prediction Theory
• On periodic and multiple autoregressions

Cited in

(6)

• Characterization of periodically correlated and multivariate stationary discrete time wide Markov processes
• Periodograms asymptotic distributions in periodically correlated processes and multivariate stationary processes: An alternative approach
• Two types of Markov property
• Covariance structure of wide-sense Markov processes of order k≥1
• Stochastic time series with strong, correlated measurement noise: Markov analysis in N dimensions
• An extension problem for discrete-time almost periodically correlated stochastic processes

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