A Novel Estimation Approach for Mixture Transition Distribution Model in High-Order Markov Chains (Q3625363)
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English | A Novel Estimation Approach for Mixture Transition Distribution Model in High-Order Markov Chains |
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A Novel Estimation Approach for Mixture Transition Distribution Model in High-Order Markov Chains (English)
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12 May 2009
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genetic algorithms
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high-order temporal dependence
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Markov chains
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maximum likelihood estimation
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mixture transition distribution
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numerical examples
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evolutionary algorithms
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quasi-Newton algorithms
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global optimization
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global search algorithm
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