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https://elib.bsu.by/handle/123456789/51934| Title: | Long-memory discrete-valued time series: models and methods |
| Authors: | Kharin, Yu. S. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Кибернетика |
| Issue Date: | 2013 |
| Publisher: | Minsk : Publ. center of BSU |
| Citation: | Computer Data Analysis and Modeling: Theoretical and Applied Stochastics : Proc. of the Tenth Intern. Conf., Minsk, Sept. 10–14, 2013. Vol 1. — Minsk, 2013. — P. 64-71 |
| Abstract: | Discrete-valued time series with long memory are considered. To avoid the “curse of dimensionality” of the parameter space we propose to use the parsimo- nious models of high-order Markov chains that are determined by small number of parameters. Methods for statistical analysis of these models are developed and illustrated on simulated and real statistical data. |
| URI: | http://elib.bsu.by/handle/123456789/51934 |
| Appears in Collections: | Статьи факультета прикладной математики и информатики 2013. Computer Data Analysis and Modeling. Vol 1 Vol. 1 |
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