Statistical analysis of high-order Markov dependencies

DOI10.12697/ACUTM.2017.21.06MaRDI QIDQ4978328zbMATH OpenFDO

Authors Yuriĭ Semenovich Kharin, M. V. Mal'tsev

Publication date 10 August 2017

Published in Acta et Commentationes Universitatis Tartuensis de Mathematica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.12697/ACUTM.2017.21.06

zbMATH Keywords

estimatorhigh-order Markov chainparsimonious modelstatistical test

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov processes: hypothesis testing (62M02) Markov processes: estimation; hidden Markov models (62M05)

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Cited in

(3)

• A higher order Markov model for analyzing covariate dependence
• Statistical analysis of multivariate discrete-valued time series
• On the approximation of high-order binary Markov chains by parsimonious models

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