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A class of stationary Markov processes

โœ Scribed by K. Jayakumar; R.N. Pillai


Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
392 KB
Volume
15
Category
Article
ISSN
0893-9659

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โœฆ 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. ~


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