Statistical estimation of parameters for binary Markov chain models with embeddings

DOI10.1515/DMA-2013-009zbMath1279.62172OpenAlexW2313241575MaRDI QIDQ5396904

Yuriy S. Kharin, Egor V. Vecherko

Publication date: 4 February 2014

Published in: Discrete Mathematics and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/dma-2013-009

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Cryptography (94A60) Data encryption (aspects in computer science) (68P25)

Related Items (8)

Detection of embeddings in binary Markov chains ⋮ Steganographic capacity for one-dimensional Markov cover ⋮ Statistical analysis of conditionally binomial nonlinear regression time series with discrete regressors ⋮ The square root law in the embedding detection problem for Markov chains with unknown matrix of transition probabilities ⋮ Limit theorems for the number of successes in random binary sequences with random embeddings ⋮ Semibinomial conditionally nonlinear autoregressive models of discrete random sequences: probabilistic properties and statistical parameter estimation ⋮ Statistical estimation of parameters for binary conditionally nonlinear autoregressive time series ⋮ Statistical analysis of multivariate discrete-valued time series

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