SOME COMMENTS ON THE EFFECTIVE SAMPLE SIZE OF SECOND ORDER MARKOV PROCESSES

Open Access

1 December 1967

journal article
research article
Published by Taylor & Francis in International Association of Scientific Hydrology. Bulletin

Vol. 12 (4) , 63-74
https://doi.org/10.1080/02626666709493551

Abstract

In this paper the effective sample size of the second order Markov process is derived for N dependent events. It is shown that for all negative values of the lag-two autocorrelation P2 less than—0.1, the N dependent events which follow a second order process yield more information than N random events.

Keywords

ORDER MARKOV
MARKOV PROCESSES
EFFECTIVE SAMPLE
SECOND
SIZE
COMMENTS

This publication has 1 reference indexed in Scilit:

Autocorrelation of rainfall and streamflow minimums
Professional Paper, 1963