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https://elib.bsu.by/handle/123456789/51957| Title: | On statistical estimation for markov chain of conditional order |
| Authors: | Maltsew, M. V. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Кибернетика |
| Issue Date: | 2013 |
| Publisher: | Minsk : Publ. center of BSU |
| Citation: | Computer Data Analysis and Modeling: Theoretical and Applied Stochastics : Proc. of the Tenth Intern. Conf., Minsk, Sept. 10–14, 2013. Vol 1. — Minsk, 2013. — P. 169-172 |
| Abstract: | The paper deals with Markov chain of conditional order, which is a special case of a high-order Markov chain with a small number of parameters. Estimator for the order is constructed and its consistency is proved. Numerical results of comparison of different Markov models via Bayesian information criterion are presented. |
| URI: | http://elib.bsu.by/handle/123456789/51957 |
| Appears in Collections: | Статьи факультета прикладной математики и информатики 2013. Computer Data Analysis and Modeling. Vol 1 Vol. 1 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 169-172.pdf | 372,59 kB | Adobe PDF | View/Open |
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