Characterization of discrete scale invariant Markov sequences

DOI10.1080/03610926.2014.942427zbMath1345.60071arXiv0905.3959OpenAlexW2073001479MaRDI QIDQ2817156

Saeid Rezakhah, N. Modarresi

Publication date: 29 August 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0905.3959

zbMATH Keywords

Markov sequencesdiscrete scale invariancemulti-dimensional self-similarity

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Discrete-time Markov processes on general state spaces (60J05) Self-similar stochastic processes (60G18)

Related Items (3)

Discretization of continuous time discrete scale invariant processes: estimation and spectra ⋮ Innovative methods for modeling of scale invariant processes ⋮ Multi-scale invariant fields: estimation and prediction

Cites Work

• A new structure for analyzing discrete scale invariant processes: covariance and spectra
• On covariance generating functions and spectral densities of periodically correlated autoregressive processes
• Spectral analysis of multi-dimensional self-similar Markov processes
• On a Criterion for Gaussian Random Processes to Be Markovian
• ON A CLASS OF NONSTATIONARY PROCESSES
• Scale invariances and Lamperti transformations for stochastic processes
• Computation and Characterization of Autocorrelations and Partial Autocorrelations in Periodic ARMA Models

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