Discrete time series generated by mixtures I: Correlational and runs properties

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dc.contributor.authorLewis, Peter A. W.
dc.contributor.authorJacobs, Patricia A.
dc.contributor.corporateOperations Research (OR)
dc.contributor.corporateGraduate School of Operational and Information Sciences (GSOIS)
dc.date1977-01
dc.date.accessioned2013-03-07T21:52:34Z
dc.date.available2013-03-07T21:52:34Z
dc.date.issued1977-01
dc.description.abstractA 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)en_US
dc.description.recognitionNAen_US
dc.description.sponsorshipsupported by funds provided directly from the Chief of Naval Research under Grant NR-42-284, and the National Science Foundation under Grant NSF-75-02026en_US
dc.description.urihttp://archive.org/details/discretetimeseri00lewi
dc.identifier.npsreportNPS55-77-1
dc.identifier.oclcNA
dc.identifier.urihttps://hdl.handle.net/10945/29822
dc.language.isoen_US
dc.publisherMonterey, California. Naval Postgraduate Schoolen_US
dc.rightsThis 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.en_US
dc.subject.authorTime Seriesen_US
dc.subject.authorRunsen_US
dc.subject.authorpropertiesen_US
dc.subject.authorMixturesen_US
dc.subject.authorDiscrete-time point processen_US
dc.subject.authorSpectraen_US
dc.subject.authorBinary dataen_US
dc.subject.authorCorrelational propertiesen_US
dc.subject.lcshNONLINEAR PROGRAMMING.MATHEMATICAL OPTIMIZATION.en_US
dc.titleDiscrete time series generated by mixtures I: Correlational and runs propertiesen_US
dc.typeTechnical Reporten_US
dspace.entity.typePublication
relation.isOrgUnitOfPublication58745961-c46a-45ad-ae9c-d139d1ba1041
relation.isOrgUnitOfPublicationdd7f1b97-9c92-402d-b910-27f080946cde
relation.isOrgUnitOfPublication.latestForDiscoverydd7f1b97-9c92-402d-b910-27f080946cde
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