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 | Size | Format | |
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147-Article Text-329-1-10-20170703.pdf | 329,07 kB | Adobe PDF | View/Open |
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