Stationary sequences associated with a periodically correlated sequence

• Autorzy: Makagon A.
• Języki publikacji: EN

Abstrakty

EN

Arranging a periodically correlated sequence (PC) with period T into blocks of length T generates a T-dimensional stationary sequence. In this paper we discuss two other transformations that map PC sequences into T-dimensional stationary sequences and study their properties. We also indicate possible applications of these mappings in the theory of PC processes and, in particular, for study of PARMA systems. The presented construction is both a simplification and enhancement of the construction given in [20].

Słowa kluczowe

EN

periodically correlated sequence; stationary sequence; PARMA system

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2011
• Tom: Vol. 31, Fasc. 2
• Strony: 263--283
• Opis fizyczny: Bibliogr. 38 poz.

Twórcy

autor

Makagon A.

• Department of Mathematics, Hampton University, Queen and Tyler Street, Hampton, VA 23668, USA

Bibliografia

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