Distributions of pattern statistics in sparse Markov models

DOI10.1007/s10463-019-00714-6zbMath1447.62103OpenAlexW2928269031WikidataQ128095680 ScholiaQ128095680MaRDI QIDQ778872

Donald E. K. Martin

Publication date: 20 July 2020

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-019-00714-6

zbMATH Keywords

pattern distributionsparse Markov modelvariable length Markov chain

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov processes: hypothesis testing (62M02)

Uses Software

• PatternHunter

Cites Work

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