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- W2077053787 abstract "The aim of this paper is to give an overview of the structure of the class of discrete time wide Markov processes, either periodically correlated or multivariate stationary. We show many properties of their covariance, correlation and reflection coefficients matrices. We characterize these processes chiefly in terms of autoregressive models of order one. Illustrative numerical examples are given." @default.
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- W2077053787 date "2008-02-01" @default.
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- W2077053787 title "Characterization of periodically correlated and multivariate stationary discrete time wide Markov processes" @default.
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- W2077053787 doi "https://doi.org/10.1016/j.spl.2007.05.023" @default.
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