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dc.contributor.authorJacobs, Patricia A.
dc.contributor.authorLewis, Peter A. W.
dc.date1978-09
dc.date.accessioned2013-03-07T21:52:34Z
dc.date.available2013-03-07T21:52:34Z
dc.date.issued1978-09
dc.identifier.urihttp://hdl.handle.net/10945/29821
dc.description.abstractA 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 obtaineden_US
dc.description.sponsorshipOffice of Naval Research Arlington, Virginiaen_US
dc.description.urihttp://archive.org/details/discretetimeseri00jaco
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.titleDiscrete time series generated by mixtures III: Autoregressive processes (DAR(p))en_US
dc.typeTechnical Reporten_US
dc.contributor.corporateNaval Postgraduate School (U.S.)
dc.subject.authorDiscrete Time Seriesen_US
dc.subject.authorDiscrete Random Variable Mixturesen_US
dc.subject.authorMarginal Distributionen_US
dc.subject.authorAutoregressive Processesen_US
dc.subject.authorCorrelation Structureen_US
dc.subject.authorMarkov Chainen_US
dc.subject.authorDAR(p) Processen_US
dc.subject.authorStationary Sequenceen_US
dc.description.funderN0001478WR80032en_US
dc.identifier.npsreportNPS55-78-022


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