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Please use this identifier to cite or link to this item: http://elib.bsu.by/handle/123456789/23927
Title: On statistical analysis of Markov chains with conditional memory depth
Authors: Kharin, Yuri
Maltsew, Michael
Keywords: ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика
ЭБ БГУ::МЕЖОТРАСЛЕВЫЕ ПРОБЛЕМЫ::Статистика
Issue Date: 2010
Publisher: Publishing center of BSU
Citation: Computer data analysis and modeling: proceeding of the Ninth International conference
Series/Report no.: 2 Vol;P. 22–25
Abstract: A new mathematical model of the s-order Markov chain with conditional memory depth is proposed. Maximum likelihood estimators of parameters are constructed and their properties are analyzed. A statistical test on parameter values is constructed. Numerical results are presented.
URI: http://elib.bsu.by/handle/123456789/23927
ISBN: 978-985-476-848-9
Sponsorship: BSU, INFOPARK
Appears in Collections:Статьи факультета прикладной математики и информатики
Математическая и прикладная статистика

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