scholarly journals First order non-negative integer valued autoregressive processes with power series innovations

2015 ◽  
Vol 29 (1) ◽  
pp. 71-93 ◽  
Author(s):  
Marcelo Bourguignon ◽  
Klaus L. P. Vasconcellos
Keyword(s):  
Power Series ◽  
Negative Integer ◽  
Autoregressive Processes ◽  
First Order

Autoregressive processes in optimization

1988 ◽  
Vol 25 (2) ◽  
pp. 302-312 ◽  
Author(s):  
Tomáš Cipra
Keyword(s):  
Dynamic Structure ◽  
Rates Of Convergence ◽  
Geometric Ergodicity ◽  
Autoregressive Processes ◽  
Stochastic Linear Programming ◽  
Vector Autoregressive ◽  
First Order ◽  
Convergence Of Moments ◽  
Geometric Convergence ◽  
Vector Autoregressive Processes

Vector autoregressive processes of the first order are considered which are non-negative and optimize a linear objective function. These processes may be used in stochastic linear programming with a dynamic structure. By using Tweedie's results from the theory of Markov chains, conditions for geometric rates of convergence to stationarity (i.e. so-called geometric ergodicity) and for existence and geometric convergence of moments of these processes are obtained.

Higher-Order Solutions for Unsteady Hypersonic and Supersonic Flow

1974 ◽  
Vol 25 (1) ◽  
pp. 59-68 ◽  
Author(s):  
W H Hui ◽  
J Hamilton
Keyword(s):  
Shock Wave ◽  
Mach Number ◽  
Supersonic Flow ◽  
Power Series ◽  
Unsteady Flow ◽  
The Body ◽  
Wedge Flow ◽  
First Order ◽  
Order Solution ◽  
Method Of Solution

SummaryThe problem of unsteady hypersonic and supersonic flow with attached shock wave past wedge-like bodies is studied, using as a basis the assumption that the unsteady flow is a small perturbation from a steady uniform wedge flow. It is formulated in the most general case and applicable for any motion or deformation of the body. A method of solution to the perturbation equations is given by expanding the flow quantities in power series in M−2, M being the Mach number of the steady wedge flow. It is shown how solutions of successive orders in the series may be calculated. In particular, the second-order solution is given and shown to give improvements uniformly over the first-order solution.

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