Special numerical models of discrete random series

DOI10.1515/RJNAMM.2010.023MaRDI QIDQ3584499zbMATH OpenOpenAlexFDO

Authors V. A. Ogorodnikov, K. V. Derenok, U. I. Tolstykh

Publication date 30 August 2010

Published in Russian Journal of Numerical Analysis and Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rjnamm.2010.023

zbMATH Keywords

Gaussian processestime seriesnumerical examplesMarkov chainsstochastic modelsdiscrete random seriesreal discrete processes

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical analysis or methods applied to Markov chains (65C40) Gaussian processes (60G15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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