Add to ORKGThis paper is concerned with establishing conditions under which finite (and then countably infinite) stationary Markov chains have first order autoregressive representations.
Reprint of the 1960 ed. published by Van Nostrand, Princeton, N.J., in the University series in unde...
AbstractWe study the necessary and sufficient conditions for a finite ergodic Markov chain to conver...
We investigate how the correlation properties of a stationary Markovian stochastic process affect it...
AbstractThis paper is concerned with establishing conditions under which finite (and then countably ...
This paper suggests an extension of Lai’s results about the first order autoregressive representatio...
First order stationary autoregressive (AR(1)) models are introduced for which there exists a linear ...
A new class of first-order autoregressive minification process which generalizes any autoregressive ...
AbstractThe present paper deals with reversibility of autoregressive processes of first order, namel...
The present paper deals with reversibility of autoregressive processes of first order, namely AR(1)....
SIGLEAvailable from British Library Document Supply Centre-DSC:3597.760(99/468) / BLDSC - British Li...
We introduce a certain Markovian representation for the threshold autoregressive moving-average (TAR...
This paper extends recent ideas for constructing classes of stationary autoregressive processes of o...
Abstract. In this paper, I will buildup the basic framework of Markov Chains over finite state space...
The thesis presents a basic introduction on the topic Markov Chains. It shows how skills acquired fr...
AbstractA general Markov process with innovation is introduced and its properties are studied. Based...
Reprint of the 1960 ed. published by Van Nostrand, Princeton, N.J., in the University series in unde...
AbstractWe study the necessary and sufficient conditions for a finite ergodic Markov chain to conver...
We investigate how the correlation properties of a stationary Markovian stochastic process affect it...
AbstractThis paper is concerned with establishing conditions under which finite (and then countably ...
This paper suggests an extension of Lai’s results about the first order autoregressive representatio...
First order stationary autoregressive (AR(1)) models are introduced for which there exists a linear ...
A new class of first-order autoregressive minification process which generalizes any autoregressive ...
AbstractThe present paper deals with reversibility of autoregressive processes of first order, namel...
The present paper deals with reversibility of autoregressive processes of first order, namely AR(1)....
SIGLEAvailable from British Library Document Supply Centre-DSC:3597.760(99/468) / BLDSC - British Li...
We introduce a certain Markovian representation for the threshold autoregressive moving-average (TAR...
This paper extends recent ideas for constructing classes of stationary autoregressive processes of o...
Abstract. In this paper, I will buildup the basic framework of Markov Chains over finite state space...
The thesis presents a basic introduction on the topic Markov Chains. It shows how skills acquired fr...
AbstractA general Markov process with innovation is introduced and its properties are studied. Based...
Reprint of the 1960 ed. published by Van Nostrand, Princeton, N.J., in the University series in unde...
AbstractWe study the necessary and sufficient conditions for a finite ergodic Markov chain to conver...
We investigate how the correlation properties of a stationary Markovian stochastic process affect it...