Detection of embeddings in binary Markov chains
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Publication:314172
DOI10.1515/dma-2016-0002zbMathNoneOpenAlexW2339888487MaRDI QIDQ314172
Yuriy S. Kharin, Egor V. Vecherko
Publication date: 13 September 2016
Published in: Discrete Mathematics and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/dma-2016-0002
Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
Related Items (3)
Statistical analysis of conditionally binomial nonlinear regression time series with discrete regressors ⋮ The square root law in the embedding detection problem for Markov chains with unknown matrix of transition probabilities ⋮ Semibinomial conditionally nonlinear autoregressive models of discrete random sequences: probabilistic properties and statistical parameter estimation
Uses Software
Cites Work
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