Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/258234| Title: | High-order vector Markov chain with partial connections in data analysis |
| Authors: | Kharin, Y. Maltsew, M. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика |
| Issue Date: | 2017 |
| Publisher: | Austrian Statistical Society |
| Citation: | Austrian J Stat 2017;46(3-4SpecialIssue):37-45. |
| Abstract: | A new mathematical model for discrete time series is proposed: homogenous vector Markov chain of the order s with partial connections. Conditional probability distribution for this model is determined only by a few components of previous vector states. Probabilistic properties of the model are given: ergodicity conditions and conditions under which the stationary probability distribution is uniform. Consistent statistical estimators for model parameters are constructed. |
| URI: | https://elib.bsu.by/handle/123456789/258234 |
| DOI: | 10.17713/ajs.v46i3-4.669 |
| Scopus: | 85018366507 |
| Appears in Collections: | Статьи факультета прикладной математики и информатики |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 669-Article Text-1966-2-10-20170402.pdf | 322,44 kB | Adobe PDF | View/Open |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.