State space reconstruction of Markov chains via autocorrelation structure

DOI10.1088/1751-8121/ad6224zbMATH Open1546.60141MaRDI QIDQ6580042

Marcell T. Kurbucz, Antal Jakovác, A. Telcs

Publication date: 29 July 2024

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

zbMATH Keywords

hidden Markov modelMarkov chainstate space reconstruction

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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