Markov Chain of Conditional Order: Properties and Statistical Analysis
| Autor: | Mikhail Maltsau, Yuriy Kharin |
|---|---|
| Rok vydání: | 2014 |
| Předmět: |
Statistics and Probability
Markov chain mixing time Markov chain Applied Mathematics Variable-order Markov model Statistics Markov chain Monte Carlo Markov model QA273-280 HA1-4737 symbols.namesake Markov renewal process symbols Applied mathematics Additive Markov chain Markov property Statistics Probability and Uncertainty Probabilities. Mathematical statistics Mathematics |
| Zdroj: | Austrian Journal of Statistics, Vol 43, Iss 3 (2014) |
| ISSN: | 1026-597X |
| DOI: | 10.17713/ajs.v43i3.32 |
| Popis: | The paper deals with finite Markov chain of conditional order, that is a special case of high-order Markov chain with a small number of parameters. Statistical estimators for parameters and statistical tests for parametric hypotheses are constructed and their properties are analyzed. Results of computer experiments on simulated and real data are presented. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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