@article{Kharin_Maltsew_2017, title={High-order Vector Markov Chain with Partial Connections in Data Analysis}, volume={46}, url={https://www.ajs.or.at/index.php/ajs/article/view/vol46-3-4-4}, DOI={10.17713/ajs.v46i3-4.669}, abstractNote={A new mathematical model for discrete time series is proposed: homogenous vector Markov chain of the order s with partial connections. Conditional probability distribution <br />for this model is determined only by a few components of previous vector states. Probabilistic properties of the model are given: ergodicity conditions and conditions <br />under which the stationary probability distribution is uniform. Consistent statistical estimators for model parameters are constructed.}, number={3-4}, journal={Austrian Journal of Statistics}, author={Kharin, Yuriy and Maltsew, Michail}, year={2017}, month={Apr.}, pages={37–45} }