On Periodically Correlated Wide-Sense Markov Processes

On Periodically Correlated Wide-Sense Markov Processes

We consider the structures of periodically correlated wide-sense Markov ( PCWM) processes and their associated multi-dimensional stationary processes. The main result of the paper concerns the structure of multivariate PCWM processes, in terms of multivariate autoregressive and periodic autoregressi...

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Veröffentlicht in:Iranian journal of science and technology. Transaction A, Science Science, 2016-12, Vol.40 (4), p.225-232
Hauptverfasser: Saadatmand, A., Sadooghi-Alvandi, S. M., Nematollahi, A. R.
Format: Artikel
Sprache:eng
Schlagworte:
Autoregressive processes
Chemistry/Food Science
Earth Sciences
Engineering
Life Sciences
Markov processes
Materials Science
Physics
Research Paper
Stationary processes
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Zusammenfassung:We consider the structures of periodically correlated wide-sense Markov ( PCWM) processes and their associated multi-dimensional stationary processes. The main result of the paper concerns the structure of multivariate PCWM processes, in terms of multivariate autoregressive and periodic autoregressive processes. But we also correct some results previously obtained for univariate PCWM processes.
ISSN:1028-6276
2364-1819
DOI:10.1007/s40995-016-0093-9