On periodically correlated wide-sense Markov processes
From MaRDI portal
Publication:1708698
DOI10.1007/s40995-016-0093-9zbMath1387.60113MaRDI QIDQ1708698
A. Saadatmand, A. R. Nematollahi, Soltan Mohammad Sadooghi-Alvandi
Publication date: 26 March 2018
Published in: Iranian Journal of Science and Technology. Transaction A: Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40995-016-0093-9
stationary processes; periodically correlated processes; multivariate autoregressive processes; periodic autoregressive processes; wide-sense Markov processes
60G10: Stationary stochastic processes
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
Cites Work
- On periodic and multiple autoregressions
- Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes.
- Characterization of periodically correlated and multivariate stationary discrete time wide Markov processes
- Multivariate Wide-sense Markov Processes and Prediction Theory
- Unnamed Item
- Unnamed Item
- Unnamed Item