Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/94540| Title: | On statistical analysis of Markov chains with conditional memory depth |
| Authors: | Kharin, Yu. S. Maltsew, M. V. |
| Keywords: | ЭБ БГУ::ОБЩЕСТВЕННЫЕ НАУКИ::Информатика |
| Issue Date: | 2010 |
| Publisher: | Minsk: BSU |
| Abstract: | A new mathematical model of the s-order Markov chain with conditional memory depth is proposed. Maximum likelihood estimators of parameters are constnicted and their properties are analyzed. A statistical test on parameter values is constructed. Numerical results are presented. |
| URI: | http://elib.bsu.by/handle/123456789/94540 |
| Appears in Collections: | Section 4. PROBABILITY AND STATISTICAL ANALYSIS OF DISCRETE DATA Статьи факультета прикладной математики и информатики |
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