A Markov chain of order s with r partial connections and statistical inference on its parameters

DOI10.1515/DMA.2007.026zbMath1282.62178OpenAlexW2327746911MaRDI QIDQ5439054

Yuriy S. Kharin, A. I. Petlitskiĭ

Publication date: 8 February 2008

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

Full work available at URL: https://doi.org/10.4213/dm26

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

Related Items (10)

Detection of embeddings in binary Markov chains ⋮ Fitting sparse Markov models through a collapsed Gibbs sampler ⋮ Identification of a binary Markov chain of order s with r partial connections subjected to additive distortions ⋮ 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 ⋮ Robust estimation for binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies ⋮ Экономные модели цепей Маркова высокого порядка для оценивания криптографических генераторов ⋮ О подпоследовательностях марковских последовательностей ⋮ Exploring the randomness of mentally generated head–tail sequences ⋮ Statistical analysis of multivariate discrete-valued time series

Cites Work

• On two statistics of chi-square type based on frequencies of tuples of states of a high-order Markov chain

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