The double chain markov model
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Publication:4935425
DOI10.1080/03610929908832439zbMath0973.62067OpenAlexW2118728396MaRDI QIDQ4935425
Publication date: 5 December 2001
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.142.7472
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
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Cites Work
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- The ergodic theory of Markov chains in random environments
- On Some Criteria for Estimating the Order of a Markov Chain
- Finite-horizon dynamic optimisation when the terminal reward is a concave functional of the distribution of the final state
- Estimation and Modelling Repeated Patterns in High Order Markov Chains with the Mixture Transition Distribution Model
- Representation Theory for Denumerable Markov Chains
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