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 autoregress
β¦ LIBER β¦
A first-order stationary Markov class a transition density
β Scribed by Evangelos A. Kokkinos; Andreas M. Maras
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 488 KB
- Volume
- 334
- Category
- Article
- ISSN
- 0016-0032
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