AN AUTOREGRESSIVE MODEL FOR MULTILAG MARKOV-CHAINS

被引:59
作者
PEGRAM, GGS
机构
关键词
D O I
10.2307/3213025
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:350 / 362
页数:13
相关论文
共 10 条
[1]   MODELING DAILY PRECIPITATION OCCURRENCE PROCESS WITH MARKOV-CHAIN [J].
CHIN, EH .
WATER RESOURCES RESEARCH, 1977, 13 (06) :949-956
[2]  
Cox D., 1965, THEORY STOCHASTIC PR, DOI 10.1201/9780203719152
[3]   A MARKOV CHAIN MODEL FOR DAILY RAINFALL OCCURRENCE AT TEL-AVIV [J].
GABRIEL, KR ;
NEUMANN, J .
QUARTERLY JOURNAL OF THE ROYAL METEOROLOGICAL SOCIETY, 1962, 88 (375) :90-95
[4]  
GATES P, 1976, J APPL METEOROL, V15, P1145, DOI 10.1175/1520-0450(1976)015<1145:OMCMTS>2.0.CO
[5]  
2
[6]  
LLOYD EH, 1977, RR774 INT I APPL SYS
[7]  
ODOOM S, 1965, J APPL PROBAB, V2, P215
[8]   MULTINOMIAL MODEL FOR TRANSITION-PROBABILITY MATRICES [J].
PEGRAM, GGS .
JOURNAL OF APPLIED PROBABILITY, 1975, 12 (03) :498-506
[10]   DETERMINATION OF ORDER OF A MARKOV-CHAIN BY AKAIKES INFORMATION CRITERION [J].
TONG, H .
JOURNAL OF APPLIED PROBABILITY, 1975, 12 (03) :488-497