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https://elib.bsu.by/handle/123456789/258384| Title: | Statistical analysis of high-order Markov dependencies |
| Authors: | Kharin, Y. S. Maltsew, M. V. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика |
| Issue Date: | 2017 |
| Publisher: | University of Tartu |
| Citation: | Acta Comment Univ Tartu Math 2017;21(1):79-91. |
| Abstract: | The paper deals with parsimonious models of integer valued time series. Such models are special cases of high-order Markov chain with a small number of parameters. Two new parsimonious models are presented. The first is Markov chain of order s with r partial connections, and the second model is called Markov chain of conditional order. Theoretical results on probabilistic properties and statistical inferences for these models are given. |
| URI: | https://elib.bsu.by/handle/123456789/258384 |
| DOI: | 10.12697/ACUTM.2017.21.06 |
| Scopus: | 85021749313 |
| Appears in Collections: | Статьи факультета прикладной математики и информатики |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 147-Article Text-329-1-10-20170703.pdf | 329,07 kB | Adobe PDF | View/Open |
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