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https://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 |
| Appears in Collections: | PLENARY LECTURES |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| P1-KharinPiatlitski.pdf | 174 kB | Adobe PDF | View/Open |
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