scientific article; zbMATH DE number 802790
From MaRDI portal
Publication:4849914
zbMath0828.60052MaRDI QIDQ4849914
Publication date: 12 December 1995
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Markov chainlimit theoremgeneral autoregressive modelgeneral transition matricesquality of modelling
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Limit theorems in probability theory (60F99)
Related Items (4)
The mixture transition distribution model for high-order Markov chains and non-Gaussian time series ⋮ Linear models for the impact of order flow on prices. I. History dependent impact models ⋮ Linear models for the impact of order flow on prices. II. The Mixture Transition Distribution model ⋮ An EM algorithm for estimation in the mixture transition distribution model
This page was built for publication:
