Discriminant analysis of stationary finite Markov chains

zbMATH Open1132.62334MaRDI QIDQ876780FDOQ876780

A. L. Kostevich, Yuriĭ Semenovich Kharin

Publication date: 27 April 2007

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

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zbMATH Keywords

Markov chainasymptotic expansionmissing valuesdiscriminant analysisriskcontiguous classes

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Inference from stochastic processes (62M99) Markov processes: hypothesis testing (62M02) Bayesian problems; characterization of Bayes procedures (62C10)

Cited In (1)

• An asymptotic formula for the Bayes risk in discriminating between two Markov chains

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