scientific article; zbMATH DE number 6794361

MaRDI QIDQ5370669zbMATH OpenFDO

Authors Yuriĭ Semenovich Kharin, M. W. Maltsev, N. S. Sologub

Publication date 20 October 2017

Full work available at URL http://doklady.belnauka.by/jour/article/view/366

zbMATH Keywords

ergodicity conditionsstatistical estimation of parametersvector Markov chain with partial connections

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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(6)

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• Markov chains with r-partial relations and their statistical estimation
• A parametric model for discrete-valued time series
• Markow chain markov field dynamics:models and statistics
• A Markov chain of order s with r partial connections and statistical inference on its parameters
• Discrete-valued time series based on the exponential family with the multidimensional parameter and their probabilistic and statistical analysis

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