Markov Chain of Conditional Order: Properties and Statistical Analysis

Authors

  • Yuriy Kharin Department of Mathematical Modeling and Data Analysis Belarusian State University
  • Mikhail Maltsau Research Institute for Applied Problems of Mathematics and Informatics Belarusian State University

DOI:

https://doi.org/10.17713/ajs.v43i3.32

Abstract

The paper deals with finite Markov chain of conditional order, that is a special case of high-order Markov chain with a small number of parameters. Statistical estimators for parameters and statistical tests for parametric hypotheses are constructed and their properties are analyzed. Results of computer experiments on simulated and real data are presented. 

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Published

2014-06-12

How to Cite

Kharin, Y., & Maltsau, M. (2014). Markov Chain of Conditional Order: Properties and Statistical Analysis. Austrian Journal of Statistics, 43(3), 205–216. https://doi.org/10.17713/ajs.v43i3.32

Issue

Vol. 43 No. 3 (2014)

Section

Articles

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