Title of article
On Periodically Correlated Wide-Sense Markov Processes
Author/Authors
Saadatmand, A Department of Statistics - Shiraz University, Shiraz, Iran , Sadooghi-Alvandi, S. M Department of Statistics - Shiraz University, Shiraz, Iran , Nematollahi, A. R Department of Statistics - Shiraz University, Shiraz, Iran
Pages
8
From page
225
To page
232
Abstract
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.
Keywords
Periodically correlated processes , Wide-sense Markov processes , Multivariate autoregressive processes , Stationary processes , Periodic autoregressive processes
Journal title
Astroparticle Physics
Serial Year
2016
Record number
2407054
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