Please use this identifier to cite or link to this item:
https://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: | Preprint / 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 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 2paper357.pdf | 132,49 kB | Adobe PDF | View/Open |
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