A model of discrete random walk with history-dependent transition probabilities

DOI10.1080/03610926.2021.2004425MaRDI QIDQ6115013zbMATH OpenOpenAlexFDO

Authors Petr Volf, Tomáš Kouřim

Publication date 12 July 2023

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/03610926.2021.2004425

zbMATH Keywords

Bernoulli random walkchanging transition probabilitieslogistic modeltime dependent parameters

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• An Introduction to Discrete‐Valued Time Series
• Discrete random processes with memory: models and applications.
• scientific article; zbMATH DE number 1198868 (Why is no real title available?)
• Self-exciting threshold models for time series of counts with a finite range
• Spectra of some self-exciting and mutually exciting point processes
• Theory and inference for a class of nonlinear models with application to time series of counts
• Time-dependent coefficients in a Cox-type regression model

Cited in

(2)

• A restricted random walk model
• A model and application of binary random sequence with probabilities depending on history.

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