ON REGRESSION REPRESENTATIONS OF STOCHASTIC-PROCESSES

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:46

Article

RUSCHENDORF, L ; DEVALK, V

关键词: REPRESENTATION AS FUNCTION OF IID SEQUENCES;    GENERALIZED 2-BLOCK FACTOR;    M-DEPENDENCE;    MARKOV REGRESSION;    MARKOV CHAIN;   

DOI  :  10.1016/0304-4149(93)90001-K

来源: Elsevier

【 摘 要 】

We construct a.s. nonlinear regression representations of general stochastic processes (X(n))n is-an-element-of N. As a consequence we obtain in particular special regression representations of Markov chains and of certain m-dependent sequences. For m-dependent sequences we obtain a constructive method to check, whether these sequences have a monotone (m + 1)-block factor representation.

【 授权许可】

Free