On periodically correlated wide-sense Markov processes
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Publication:1708698
DOI10.1007/S40995-016-0093-9zbMath1387.60113OpenAlexW2521801979MaRDI 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 processesperiodically correlated processesmultivariate autoregressive processesperiodic autoregressive processeswide-sense Markov processes
Stationary stochastic processes (60G10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
Cites Work
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- 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
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