Hostname: page-component-cd9895bd7-q99xh Total loading time: 0 Render date: 2024-12-27T13:30:01.947Z Has data issue: false hasContentIssue false
  • English
  • Français

Autoregression for discrete processes mod 2

Published online by Cambridge University Press:  14 July 2016

Marek Kanter
Marek Kanter*
Affiliation:
Sir George Williams University, Montreal
*
*Now at the University of New South Wales.
Get access Rights & Permissions [Opens in a new window]

Abstract

Given a ‘black box’ of logical elements, a sequence of independent random pulses is fed in and the output from the black box is observed. A procedure is given for estimating the parameters of the black box, in the case when the black box is constructed in a manner analogous to the classical autoregressive scheme.

Keywords

0-1 VALUED RANDOM VARIABLESAUTOREGRESSIONSTATIONARY 0-1 PROCESSMOD 2 ADDITION OF RANDOM VARIABLES
Type
Short Communications
Information
Journal of Applied Probability , Volume 12 , Issue 2 , June 1975 , pp. 371 - 375
Copyright
Copyright © Applied Probability Trust 1975 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

[1] Box, G. and Jenkins, G. (1970) Time Series Analysis, Forecasting and Control. Holden Day, San Francisco.Google Scholar
[2] Klotz, J. (1973) Statistical inference in Bernoulli trials with dependence. Ann. Statist. 1, 373–379.Google Scholar
[3] Lomnicki, Z. A. and Zaremba, S. K. (1955) Some applications of zero-one processes. J. R. Statist. Soc. B. 17, 243–255.Google Scholar
[4] Masry, E. (1972) On covariance functions of unit processes. SIAM J. Appl. Math. 23, 28–33.Google Scholar
[5] Shepp, L. Covariance of unit processes. Unpublished manuscript.Google Scholar