Autoregression for discrete processes mod 2
- 1 June 1975
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 12 (2) , 371-375
- https://doi.org/10.2307/3212453
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
This publication has 3 references indexed in Scilit:
- Statistical Inference in Bernoulli Trials with DependenceThe Annals of Statistics, 1973
- On Covariance Functions of Unit ProcessesSIAM Journal on Applied Mathematics, 1972
- Some Applications of Zero-One ProcessesJournal of the Royal Statistical Society Series B: Statistical Methodology, 1955