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Diskretnaya Matematika, 2007, Volume 19, Issue 2, Pages 109–130
DOI: https://doi.org/10.4213/dm26 (Mi dm26) 		 
This article is cited in 17 scientific papers (total in 17 papers)

A Markov chain of order $s$ with $r$ partial connections and statistical inference on its parameters

Yu. S. Kharin, A. I. Petlitskii
Full-text PDF (233 kB) Citations (17)
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DOI: https://doi.org/10.4213/dm26
Abstract: We consider a homogeneous Markov chain of order $s$ with $r$ partial connections for which the transition probabilities from any state to the next depend not on all $s$ preceding states but on $r$ selected states only. We construct statistical estimators of parameters and statistical tests for values of these parameters of the model and investigate their asymptotic properties. Algorithms to calculate these estimators are suggested. The results of computer simulations are also given.
Received: 11.04.2006
English version:
Discrete Mathematics and Applications, 2007, Volume 17, Issue 3, Pages 295–317
DOI: https://doi.org/10.1515/dma.2007.026
Bibliographic databases:
UDC: 519.2
Language: Russian
Citation: Yu. S. Kharin, A. I. Petlitskii, “A Markov chain of order $s$ with $r$ partial connections and statistical inference on its parameters”, Diskr. Mat., 19:2 (2007), 109–130; Discrete Math. Appl., 17:3 (2007), 295–317
Citation in format AMSBIB
\Bibitem{KhaPet07}
\by Yu.~S.~Kharin, A.~I.~Petlitskii
\paper A Markov chain of order~$s$ with~$r$ partial connections and statistical inference on its parameters
\jour Diskr. Mat.
\yr 2007
\vol 19
\issue 2
\pages 109--130
\mathnet{http://mi.mathnet.ru/dm26}
\crossref{https://doi.org/10.4213/dm26}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2357165}
\zmath{https://zbmath.org/?q=an:05233547}
\elib{https://elibrary.ru/item.asp?id=9577334}
\transl
\jour Discrete Math. Appl.
\yr 2007
\vol 17
\issue 3
\pages 295--317
\crossref{https://doi.org/10.1515/dma.2007.026}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-34547652631}
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  • https://doi.org/10.4213/dm26
  • https://www.mathnet.ru/eng/dm/v19/i2/p109
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    This publication is cited in the following 17 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Дискретная математика
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