Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/9324
Title: | Identification of Markov Chains of Conditional Order |
Authors: | Maltsew, M. Kharin, Yu. |
Keywords: | ЭБ БГУ::ОБЩЕСТВЕННЫЕ НАУКИ::Информатика |
Issue Date: | 2012 |
Publisher: | Минск: БГУ |
Citation: | Modeling and Simulation : MS'2012 : Proc. of the Intern. Conf., 2—4 May 2012, Minsk, Belarus. - Minsk: Publ. Center of BSU, 2012. - 178 p. - ISBN 978-985-553-010-8. |
Abstract: | A new special case of high-order Markov chains with a small number of parameters – Markov chain of conditional order – is considered. Statistical estimators for parameters of the model by observed time series are constructed; their asymptotic properties are analyzed. Results of computer experiments are presented. |
URI: | http://elib.bsu.by/handle/123456789/9324 |
Appears in Collections: | 2012. Моделирование процессов систем: Труды Международной конференции Статьи факультета прикладной математики и информатики |
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