Opening book details…
About this Mathematics article
A note on the autocorrelation properties of temporally aggregated Markov switching Gaussian models by Wai-Sum Chan; Yin-Ting Chan is a Mathematics article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Mathematics.
- Author
- Wai-Sum Chan; Yin-Ting Chan
- Publisher
- Elsevier Science; Elsevier ; Elsevier BV (ISSN 0167-7152)
- Published
- 2008
- Language
- EN
- Field
- Mathematics (Physical Sciences)