Markov Chain of Conditional Order: Properties and Statistical Analysis

Austrian Journal of Statistics

article

Yuriy Kharin¹  Mikhail Maltsau² 

[1] Department of Mathematical Modeling and Data AnalysisBelarusian State University;Research Institute for Applied Problems of Mathematics and Informatics Belarusian State University

关键词: markov chain;    conditional order;    ergodicity;    statistical estimator;    hypothesis testing.;   

DOI  :  10.17713/ajs.v43i3.32

学科分类：医学（综合）

来源: Austrian Statistical Society

【 摘 要 】

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.

【 授权许可】

CC BY