scholarly journals WEAK CONVERGENCE OF SERIAL RANK STATISTICS UNDER DEPENDENCE WITH APPLICATIONS IN TIME SERIES AND MARKOV PROCESSES

2012 ◽  
Author(s):  
MICHEL HAREL ◽  
MADAN L. PURI
Keyword(s):  
Time Series ◽  
Weak Convergence ◽  
Markov Processes ◽  
Rank Statistics

An operation which inverts Bernoulli multiplication and associated stationary reversible Markov processes

1992 ◽  
Vol 29 (01) ◽  
pp. 234-238 ◽  
Author(s):  
R. P. Littlejohn
Keyword(s):  
Time Series ◽  
Markov Processes ◽  
Marginal Distribution ◽  
Ovulation Rate ◽  
Simple Operation ◽  
Reversible Markov Processes

A simple operation is described which inverts Bernoulli multiplication. It is used to define two classes of stationary reversible Markov processes with general marginal distribution. These are compared to the DAR(1) process of Jacobs and Lewis (1978). LJAR(1) is used to model ovulation rate time series.

scholarly journals Stationary Gaussian Markov processes as limits of stationary autoregressive time series

2017 ◽  
Vol 155 ◽  
pp. 180-186 ◽  
Author(s):  
Philip A. Ernst ◽  
Lawrence D. Brown ◽  
Larry Shepp ◽  
Robert L. Wolpert
Keyword(s):  
Time Series ◽  
Markov Processes ◽  
Autoregressive Time Series

scholarly journals Weak convergence of linear rank statistics

1980 ◽  
Vol 6 (1) ◽  
pp. 141-149
Author(s):  
Béla Gyires
Keyword(s):  
Weak Convergence ◽  
Rank Statistics ◽  
Linear Rank
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