Logo BSU

Please use this identifier to cite or link to this item: 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 SizeFormat 
147-Article Text-329-1-10-20170703.pdf329,07 kBAdobe PDFView/Open
Show full item record Google Scholar



Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.