A Markov Process for Circular Data

DOI10.1111/j.1467-9868.2010.00748.xzbMath1411.62256OpenAlexW2101581065MaRDI QIDQ4632647

Shogo Kato

Publication date: 30 April 2019

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9868.2010.00748.x

zbMATH Keywords

Möbius transformationautoregressive processwrapped Cauchy distributioncircular autocorrelationcircular time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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