First order autoregressive Markov processes
From MaRDI portal
Publication:1246201
DOI10.1016/0304-4149(78)90038-8zbMath0375.60078OpenAlexW1999518054MaRDI QIDQ1246201
Publication date: 1978
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(78)90038-8
Stationary stochastic processes (60G10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Inference from stochastic processes (62Mxx)
Related Items (2)
Discrete dams with Markovian inputs ⋮ Characterization of periodically correlated and multivariate stationary discrete time wide Markov processes
Cites Work
- The covariance structure of queues and related processes – a survey of recent work
- A CHARACTERIZATION THEOREM FOR POSITIVE DEFINITE SEQUENCES ON THE KRAWTCHOUK POLYNOMIALS1
- On the autocorrelation and spectral functions of queues
- FINITE BIVARIATE DISTRIBUTIONS AND SEMIGROUPS OF NON-NEGATIVE MATRICES
- Some theorems on the transient covariance of Markov chains
- On linearly regressive processes
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: First order autoregressive Markov processes
