Discrete time series generated by mixtures I
Subtitle: Correlational and runs properties
By: by P.A.W. Lewis and P.A. Jacobs
Contributors: Jacobs, Patricia A.; Naval Postgraduate School (U.S.)
Publisher: Naval Postgraduate School
Published: 1977
Place of publication: Monterey, California
Language: eng
Number of pages: 36
Subjects: Probabilities; Time-series analysis; Random variables
Description: A broad but parametrically simple model for a stationary sequence of dependent discrete random variables is given and several submodels are discussed. The structure of the model is specified by the marginal distribution of the random variables and several other parameters. The sequence of random variables is formed by a probabilistic linear combination of independent, identically distributed discrete random variables and is in general not Markovian. Second-order joint moments and spectra are obtained for the model, as well as some properties for the lengths of runs. The special case of process in which the variables take on only two values is useful as a model for the counting process in a discrete-time point process. An application to the modelling of erros in the transmission of binary data is briefly discussed. (Author)
Notes: Title from cover.

"Prepared for: Chief of Naval Research [and] National Science Foundation"--Cover.

"January 1977"--Cover.

"NPS-55-77-1"--Cover.

Author(s) key words: Time series, mixtures, spectra, correlational properties, runs properties, discrete-time point process, binary data.

Includes bibliographical references (p. 34)

"Approved for public release; distribution unlimited"--Cover.

Technical report; 1977.

kmc/kmc 9/10/09.