First order autoregressive representation of Markov bi-dimensional chains of 1-order
الكلمات المفتاحية:
Markov’chains، autoregressive process، spectral density، diagonal development of bivariate distributionالملخص
This paper suggests an extension of Lai’s results about the first order autoregressiverepresentation of Markov bi-dimensional chain of 1-order. In the case of markov chain with
independent components, we find of course the conditions validating these results for each
component.
التنزيلات
بيانات التنزيل غير متوفرة بعد.
المراجع
Brockwell, P. J. and Davis R. A., (1987). Time series :
Theory and methods (Springer Verlag).
Feller, W., (1968). An introduction to probability theory
and its application Vol 1 (John Wiley & sons)
Fuller, W.A. (1996). Introduction to Statistical Times
series (Wiley Series in Probability and statistics).
Lai, C.D.,(1977). First order autoregressive markov
processes. Stochastic processes and their applications, 3
-4.
Lancaster, P., (1968.). Theory of matrices (Academic
Press).
التنزيلات
منشور
2006-12-01
كيفية الاقتباس
BOUSSEBOUA, M., & RAHMANI, F. L. (2006). First order autoregressive representation of Markov bi-dimensional chains of 1-order. مجلة علوم و تكنولوجيا أ، علوم دقيقة, (24), 36–40. استرجع في من https://revue.umc.edu.dz/a/article/view/150
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