On forecasting risk for homogeneous finite Markov chains with unknown parameters

zbMATH Open1247.62237MaRDI QIDQ2913015FDOQ2913015

Authors: K. S. Matetskiĭ, Yuriĭ Semenovich Kharin 

Publication date: 25 September 2012

Published in: Vestnik Belorusskogo Gosudarstvennogo Universiteta. Seria 1. Fizika, Matematika, Informatika (Search for Journal in Brave)

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zbMATH Keywords

forecastinghomogeneous finite Markov chains

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cited In (2)

• The risk of forecasting on the base of the Bloomfield model in the presence of a training sample
• The problem of on-line forecasting of stochastic characteristics of Markovian parametric systems

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