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Please use this identifier to cite or link to this item: http://elib.bsu.by/handle/123456789/94331
Title: Statistical analysis of high-order Markov chains with partial connections
Authors: Kharin, Yu. S.
Piatlitski, A. I.
Keywords: ЭБ БГУ::ОБЩЕСТВЕННЫЕ НАУКИ::Информатика
Issue Date: 2010
Publisher: Minsk: BSU
Abstract: Statistical estimators for the parameters of the Markov chain of the s-th order with r partial connections are constructed. The asymptotic properties of these estimators are proved. Statistical tests on the parameters of this model are proposed and its performance is analyzed. The theory is illustrated on some real statistical data.
URI: http://elib.bsu.by/handle/123456789/94331
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