Higher-order multivariate Markov chains and their applications
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Publication:2465317
DOI10.1016/j.laa.2007.05.021zbMath1144.65006OpenAlexW1976269689MaRDI QIDQ2465317
Wai-Ki Ching, Eric S. Fung, Michael Kwok-Po Ng
Publication date: 3 January 2008
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.laa.2007.05.021
Perron-Frobenius theoremmultivariate Markov chainscategorical data sequencesconditional minimum-maximumsales demand prediction
Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40)
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Cites Work
- Higher-order Markov chain models for categorical data sequences
- A higher-order Markov model for the Newsboy's problem
- On a multivariate Markov chain model for credit risk measurement
- Matrix Analysis
- A multivariate Markov chain model for categorical data sequences and its applications in demand predictions
- An inventory model with returns and lateral transshipments
- Quantitative models for reverse logistics
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