Sciences & technologie. A, sciences exactes
Volume 0, Numéro 24, Pages 36-40
2006-12-31
First Order Autoregressive Representation Of Markov Bi-dimensional Chains Of 1-order
Authors : Bousseboua M . Rahmani F.l .
Abstract
This paper suggests an extension of Lai’s results about the first order autoregressive representation of Markov bi-dimensional chain of 1-order. In the case of markov chain with independent components, we find of course the conditions validating these results for each component.
Keywords
Markov’chains , autoregressive process, spectral density, diagonal development of bivariate distribution
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