Discrete time series generated by mixtures III: Autoregressive processes (DAR(p))
Jacobs, Patricia A.
Lewis, Peter A. W.
MetadataShow full item record
A scheme for obtaining a stationary sequence of discrete random variables which has p-th order Markov dependence and a specified marginal distribution is presented. This DAR(p) process, which is a particular p-th order Markov chain, has the physical and correlation structure of an autoregressive process of order p. The process and its transition matrix are determined by the specified marginal distribution and by several other parameters which, independently of the marginal distribution, determine the correlation structure. Correlational properties and initial conditions for stationarity of the process are studied. Asymptotic properties for the process are also obtained
NPS Report NumberNPS55-78-022
Showing items related by title, author, creator and subject.
Toward joint Medical Logistics 2010 and beyond: process innovation and redesign of Class VIII supply chain at a medical logistics company Augustitus, Mary A.; Stevenson, Sonja L. (Monterey, California. Naval Postgraduate School, 2000-12);The purpose of this thesis is to evaluate current Class VIII supply chain procedures at a U.S. Medical Logistics Company (Med Log Co), process map the "as is" baseline process and propose possible "to be" process redesign ...
Stone, Adam H. (Monterey, California: Naval Postgraduate School, 2014-09);The application of systems engineering methodologies to the creative process provides opportunities to improve the creative capabilities of individuals and organizations. Through creativity and systems engineering research, ...
Forrest, R. N. (Monterey, California. Naval Postgraduate School, 1983-01); NPS71-83-001This report describes a two dimensioal stochastic process and a program for its simulation. The process can be considered to describe a random track of predetermined length that originates and terminates at predetermined ...