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https://elib.bsu.by/handle/123456789/93520| Title: | Spectral Analysis of Markov Chains |
| Authors: | Dynovskaya, E. S. Orlova, E. N. |
| Keywords: | ЭБ БГУ::ОБЩЕСТВЕННЫЕ НАУКИ::Информатика |
| Issue Date: | 2007 |
| Publisher: | Minsk: BSU |
| Abstract: | The paper deals with the problem of a statistical analysis of Markov chains connected with the spectral density. We present the expressions for the function of spectral density. These expressions may be used to estimate the parameter of the Markov chain. |
| URI: | http://elib.bsu.by/handle/123456789/93520 |
| Appears in Collections: | Section 4. PROBABILITY AND STATISTICAL ANALYSIS OF DISCRETE DATA Статьи факультета прикладной математики и информатики |
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