Application of Markov chains to analyze and predict the time series

DOI10.5539/MAS.V4N5P162MaRDI QIDQ3587503zbMATH OpenOpenAlexFDO

Authors Tie Liu

Publication date 8 September 2010

Published in Modern Applied Science (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL http://ccsenet.org/journal/index.php/mas/article/view/6040

zbMATH Keywords

time series analysisMarkov chains

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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(4)

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