On periodically correlated wide-sense Markov processes
DOI10.1007/S40995-016-0093-9zbMATH Open1387.60113OpenAlexW2521801979MaRDI QIDQ1708698FDOQ1708698
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
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stationary processesperiodically correlated processesmultivariate autoregressive processesperiodic autoregressive processeswide-sense Markov processes
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stationary stochastic processes (60G10)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- On periodic and multiple autoregressions
- Characterization of periodically correlated and multivariate stationary discrete time wide Markov processes
- Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes.
- Discrete time periodically correlated Markov processes
- Multivariate Wide-sense Markov Processes and Prediction Theory
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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