Discrete Time Series Generated by Mixtures. I: Correlational and Runs Properties
混合生成的离散时间序列(一):相关与游程性质
Summary A broad but parametrically simple model for a stationary sequence of dependent discrete random variables is given and several submodels are discussed. The structure of the model is specified by the marginal distribution of the random variables and several other parameters. The sequence of random variables is formed by a probabilistic linear combination of i.i.d. discrete random variables and is in general not Markovian. Second-order joint moments and spectra are…