A class of stationary Markov processes

✍ Scribed by K. Jayakumar; R.N. Pillai

• Publisher: Elsevier Science
• Year: 2002
• Tongue: English
• Weight: 392 KB
• Volume: 15
• Category: Article
• ISSN: 0893-9659
• DOI: 10.1016/s0893-9659(01)00166-5

✦ Synopsis

A general Markov process with innovation is introduced and its properties are studied. Based on the structure of this process, one can develop an), autoregrsssive process of first order minification structure as a special case of this. A necessary and suificient condition for the general autoregressive process to be stationary is presented. A characterization of semi-Pareto process is obtained. ~