Discrete time series generated by mixtures I: Correlational and runs properties
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Authors
Lewis, Peter A. W.
Jacobs, Patricia A.
Subjects
Time Series
Runs
properties
Mixtures
Discrete-time point process
Spectra
Binary data
Correlational properties
Runs
properties
Mixtures
Discrete-time point process
Spectra
Binary data
Correlational properties
Advisors
Date of Issue
1977-01
Date
1977-01
Publisher
Monterey, California. Naval Postgraduate School
Language
en_US
Abstract
A broad but parametrically simple model for a stationary sequence of dependent discrete random variables is given and several submodels are discussed. The structure of the model is specified by the marginal distribution of the random variables and several other parameters. The sequence of random variables is formed by a probabilistic linear combination of independent, identically distributed discrete random variables and is in general not Markovian. Second-order joint moments and spectra are obtained for the model, as well as some properties for the lengths of runs. The special case of process in which the variables take on only two values is useful as a model for the counting process in a discrete-time point process. An application to the modelling of erros in the transmission of binary data is briefly discussed. (Author)
Type
Technical Report
Description
Series/Report No
Department
Identifiers
NPS Report Number
NPS55-77-1
Sponsors
supported by funds provided directly from
the Chief of Naval Research under Grant NR-42-284, and the National Science
Foundation under Grant NSF-75-02026
Funder
Format
Citation
Distribution Statement
Rights
This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.