A model of discrete random walk with history-dependent transition probabilities

DOI10.1080/03610926.2021.2004425OpenAlexW3214361524MaRDI QIDQ6115013

Petr Volf, Tomáš Kouřim

Publication date: 12 July 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2021.2004425

zbMATH Keywords

logistic modeltime dependent parametersBernoulli random walkchanging transition probabilities

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Discrete random processes with memory: models and applications.
• Time-dependent coefficients in a Cox-type regression model
• Self-exciting threshold models for time series of counts with a finite range
• Theory and inference for a class of nonlinear models with application to time series of counts
• An Introduction to Discrete‐Valued Time Series
• Spectra of some self-exciting and mutually exciting point processes

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