Title of article
A class of stationary Markov processes Original Research Article
Author/Authors
K. Jayakumar، نويسنده , , R.N. Pillai، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
7
From page
513
To page
519
Abstract
A general Markov process with innovation is introduced and its properties are studied. Based on the structure of this process, one can develop any autoregressive process of first order minification structure as a special case of this. A necessary and sufficient condition for the general autoregressive process to be stationary is presented. A characterization of semi-Pareto process is obtained.
Keywords
Stationarity , Autoregressive minification process , Characterizations , Semi-Pareto process , Non-Gaussian time series models
Journal title
Applied Mathematics Letters
Serial Year
2002
Journal title
Applied Mathematics Letters
Record number
897375
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