Skip to content

Commit 646cf0b

Browse files
committed
add intersphinx tags
1 parent bbd1b39 commit 646cf0b

File tree

4 files changed

+5
-5
lines changed

4 files changed

+5
-5
lines changed

lectures/finite_markov.md

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -675,7 +675,7 @@ Such distributions are called **stationary** or **invariant**.
675675
Formally, a marginal distribution $\psi^*$ on $S$ is called **stationary** for $P$ if $\psi^* = \psi^* P$.
676676

677677
(This is the same notion of stationarity that we learned about in the
678-
{doc}`lecture on AR(1) processes <ar1_processes>` applied to a different setting.)
678+
{doc}`lecture on AR(1) processes <intro:ar1_processes>` applied to a different setting.)
679679

680680
From this equality, we immediately get $\psi^* = \psi^* P^t$ for all $t$.
681681

lectures/inventory_dynamics.md

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -283,7 +283,7 @@ histogram just above.
283283
This model is asymptotically stationary, with a unique stationary
284284
distribution.
285285
286-
(See the discussion of stationarity in {doc}`our lecture on AR(1) processes <ar1_processes>` for background --- the fundamental concepts are the same.)
286+
(See the discussion of stationarity in {doc}`our lecture on AR(1) processes <intro:ar1_processes>` for background --- the fundamental concepts are the same.)
287287
288288
In particular, the sequence of marginal distributions $\{\psi_t\}$
289289
is converging to a unique limiting distribution that does not depend on

lectures/kesten_processes.md

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -38,7 +38,7 @@ tags: [hide-output]
3838

3939
## Overview
4040

41-
{doc}`Previously <ar1_processes>` we learned about linear scalar-valued stochastic processes (AR(1) models).
41+
{doc}`Previously <intro:ar1_processes>` we learned about linear scalar-valued stochastic processes (AR(1) models).
4242

4343
Now we generalize these linear models slightly by allowing the multiplicative coefficient to be stochastic.
4444

@@ -170,7 +170,7 @@ is a Kesten process.
170170

171171
### Stationarity
172172

173-
In earlier lectures, such as the one on {doc}`AR(1) processes <ar1_processes>`, we introduced the notion of a stationary distribution.
173+
In earlier lectures, such as the one on {doc}`AR(1) processes <intro:ar1_processes>`, we introduced the notion of a stationary distribution.
174174

175175
In the present context, we can define a stationary distribution as follows:
176176

lectures/linear_models.md

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -44,7 +44,7 @@ tags: [hide-output]
4444

4545
This lecture introduces the **linear state space** dynamic system.
4646

47-
The linear state space system is a generalization of the scalar AR(1) process {doc}`we studied before <ar1_processes>`.
47+
The linear state space system is a generalization of the scalar AR(1) process {doc}`we studied before <intro:ar1_processes>`.
4848

4949
This model is a workhorse that carries a powerful theory of prediction.
5050

0 commit comments

Comments
 (0)