Circular autocorrelation of stationary circular Markov processes

DOI10.1007/s11203-016-9154-0OpenAlexW2566865816MaRDI QIDQ1687322

Hiroaki Ogata, Toshihiro Abe, Hiroyuki Taniai, Takayuki Shiohama

Publication date: 22 December 2017

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-016-9154-0

zbMATH Keywords

time series modelswind directioncircular statisticswrapped Cauchy distributiontoroidal data

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Transition functions, generators and resolvents (60J35) Markov processes: hypothesis testing (62M02)

Related Items

Markov-switching linked autoregressive model for non-continuous wind direction data ⋮ Modelling circular time series

Uses Software

• CircStats
• circular

Cites Work

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