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Stationary Gaussian Markov processes as limits of stationary autoregressive time series.
Philip A. Ernst
Lawrence D. Brown
Larry Shepp
Robert L. Wolpert
Published in:
J. Multivar. Anal. (2017)
Keyphrases
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non stationary
autoregressive
markov processes
random fields
moving average
gaussian markov random field
stochastic processes
arma model
higher order
maximum likelihood
stochastic process
markov process
computer vision
markov chain
autoregressive moving average
continuous time markov chains