Statistical analysis of high-order Markov dependencies

DOI10.12697/ACUTM.2017.21.06zbMath1370.60119MaRDI QIDQ4978328

M. V. Mal'tsev, Yuriy S. Kharin

Publication date: 10 August 2017

Published in: Acta et Commentationes Universitatis Tartuensis de Mathematica (Search for Journal in Brave)

zbMATH Keywords

estimatorstatistical testhigh-order Markov chainparsimonious model

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov processes: hypothesis testing (62M02)

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