Probabilistic and statistical analysis of higher-order Markov chains

zbMATH Open1145.62363MaRDI QIDQ5450023FDOQ5450023

Authors: Yuriĭ Semenovich Kharin 

Publication date: 19 March 2008

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Mathematics Subject Classification ID

Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05) Markov processes: hypothesis testing (62M02)

Cited In (14)

• AIC, BIC and EDC criteria for higher order Markov chain with denumerable state space
• On forecasting risk for homogeneous finite Markov chains with unknown parameters
• Recursive estimation of high-order Markov chains: approximation by finite mixtures
• Some Results on the Estimation of a Higher Order Markov Chain
• Statistical analysis of high-order Markov dependencies
• A Markov chain of order s with r partial connections and statistical inference on its parameters
• A representation for transition probability of high-order Markov chain
• Correlation properties of the random linear high-order Markov chains
• Some applications, properties and conjectures for higher order cumulants of a markovian stepping-stone model
• Rare event analysis of the state frequencies of a large number of Markov chains
• Markov chains with \(r\)-partial relations and their statistical estimation
• Title not available (Why is that?)
• Structured analysis approaches for large Markov chains
• High-order extensions of the Double Chain Markov Model

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