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A Novel Estimation Approach for Mixture Transition Distribution Model in High-Order Markov Chains - MaRDI portal

A Novel Estimation Approach for Mixture Transition Distribution Model in High-Order Markov Chains (Q3625363)

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A Novel Estimation Approach for Mixture Transition Distribution Model in High-Order Markov Chains
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    A Novel Estimation Approach for Mixture Transition Distribution Model in High-Order Markov Chains (English)
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    12 May 2009
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    genetic algorithms
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    high-order temporal dependence
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    Markov chains
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    maximum likelihood estimation
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    mixture transition distribution
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    numerical examples
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    evolutionary algorithms
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    quasi-Newton algorithms
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    global optimization
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    global search algorithm
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