On Periodically Correlated Wide-Sense Markov Processes-Reference-Cited by-同舟云学术

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On Periodically Correlated Wide-Sense Markov Processes

Published:2016-09-21 Issue:4 Volume:40 Page:225-232
ISSN:1028-6276
Container-title:Iranian Journal of Science and Technology, Transactions A: Science
language:en
Short-container-title:Iran J Sci Technol Trans Sci

Author:

Saadatmand A.,Sadooghi-Alvandi S. M.,Nematollahi A. R.

Publisher

Springer Science and Business Media LLC

Subject

General Physics and Astronomy,General Mathematics,General Earth and Planetary Sciences,General Agricultural and Biological Sciences,General Chemistry

Link

http://link.springer.com/content/pdf/10.1007/s40995-016-0093-9.pdf

Reference7 articles.

1. Beutler FJ (1963) Multivariate wide-sense Markov processes and prediction theory. Ann Math Stat 34:424–438

2. Castro G, Girardin V (2002) Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes. Stat Probab Lett 59:37–52

3. Castro G, Girardin V (2008) Characterization of periodically correlated and multivariate stationary discrete time wide Markov processes. Stat Probab Lett 78:158–164

4. Doob JL (1953) Stochastic processes. Wiley, New York

5. Gladyshev EG (1961) Periodically correlated random sequences. Sov Math Dokl J 2:385–388

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