Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes - Concepedia

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Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes

433

Citations

9

References

1974

Year

Hirotugu Akaike

Annals of the Institute of Statistical Mathematics

EngineeringAverage ProcessesNatural SciencesStochastic ProcessesMarkov ProcessesStochastic CalculusStochastic SystemStochastic Dynamical SystemMarkovian RepresentationMarkov KernelStochastic PhenomenonStatistics

References

	Year	Citations

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