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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.
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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 

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References

[1] Box, G. and Jenkins, G. (1970) Time Series Analysis, Forecasting and Control. Holden Day, San Francisco.Google Scholar
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