Autoregression on a finite abelian group controlled by a Markov chain. (Russian. English summary) Zbl 1478.60014
Summary: An analog of convergence principle due to B. M. Kloss [Dokl. Akad. Nauk SSSR 109, 453–455 (1956; Zbl 0072.34503)] is proved for autoregressive sequences of random variables on a finite Abelian group controlled by a Markov chain.
MSC:
| 60B15 | Probability measures on groups or semigroups, Fourier transforms, factorization |
| 60J10 | Markov chains (discrete-time Markov processes on discrete state spaces) |
Citations:
Zbl 0072.34503References:
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