A structural model of the higher‐order Markov process incorporating reversion effects

DOI10.1080/0022250X.1981.9989916zbMath0472.92018MaRDI QIDQ3927102

John Allen Logan

Publication date: 1981

Published in: The Journal of Mathematical Sociology (Search for Journal in Brave)

zbMATH Keywords

Markov chainsmaximum likelihood estimationlikelihood ratio testsgeneral second-order reversion model

Mathematics Subject Classification ID

Applications of statistics to social sciences (62P25) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Mathematical sociology (including anthropology) (91D99)

Related Items (4)

The mixture transition distribution model for high-order Markov chains and non-Gaussian time series ⋮ Higher-order Markov chain models for categorical data sequences ⋮ Some Results on the Estimation of a Higher Order Markov Chain ⋮ Investigating purchasing-sequence patterns for financial services using Markov, MTD and MTDG models

Cites Work

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• Statistical Inference about Markov Chains
• The analysis of persistence in a chain of multiple events
• Persistence in a chain of multiple events when there is simple dependence
• Semi‐Markov processes and mobility†

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