A Mixed Markovian Time Series Model
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We study a simple time series model the noise properties of the proposed model are derived. An algorithm based on the conditional mean and the conditional variance, for estimating the parameters of the proposed model is suggested. This model is then applied on the sunspot time series. It seems from this study that the proposed mixed model gives very encouraging results in applications.
- Qatar University Science Journal - [From 1981 TO 2007] [768 items ]