The paper deals with Markov chain of conditional order, which is a special case of a high-order Markov chain with a small number of parameters. Estimator for the order is constructed and its consistency is proved. Numerical results of comparison of different Markov models via Bayesian information criterion are presented
Let {Y sub t} be a stationary stochastic process with values in the finite set YY. We model {Y sub t...
In modelling ranking data, order-statistics models are commonly used. The idea behind is that a judg...
In this thesis, the properties of some non-standard Markov chain models and their corresponding para...
The paper deals with Markov chain of conditional order, which is a special case of a high-order Mar...
The paper deals with finite Markov chain of conditional order, that is a special case of high-order ...
A new special case of high-order Markov chains with a small number of parameters – Markov chain of...
. The Bayesian Information Criterion (BIC) estimates the order of a Markov chain (with finite alphab...
A new mathematical model of the s-order Markov chain with conditional memory depth is proposed. Maxi...
The structural parameters of many statistical models can be estimated maximizing a penalized version...
<p>Using a parameterization as zeroth-order Markov chain as null hypothesis, we compared in the Baye...
This paper deals with order identification for Markov chains with Markov regime (MCMR) in the contex...
This paper deals with order identification for Markov chains with Markov regime (MCMR) in the conte...
Markov chains are a natural and well understood tool for describing one-dimensional patterns in time...
This paper describes a Bayesian approach to determining the order of a finite state Markov chain who...
reason why source coding concepts and techniques have become a standard tool in the area. This chapt...
Let {Y sub t} be a stationary stochastic process with values in the finite set YY. We model {Y sub t...
In modelling ranking data, order-statistics models are commonly used. The idea behind is that a judg...
In this thesis, the properties of some non-standard Markov chain models and their corresponding para...
The paper deals with Markov chain of conditional order, which is a special case of a high-order Mar...
The paper deals with finite Markov chain of conditional order, that is a special case of high-order ...
A new special case of high-order Markov chains with a small number of parameters – Markov chain of...
. The Bayesian Information Criterion (BIC) estimates the order of a Markov chain (with finite alphab...
A new mathematical model of the s-order Markov chain with conditional memory depth is proposed. Maxi...
The structural parameters of many statistical models can be estimated maximizing a penalized version...
<p>Using a parameterization as zeroth-order Markov chain as null hypothesis, we compared in the Baye...
This paper deals with order identification for Markov chains with Markov regime (MCMR) in the contex...
This paper deals with order identification for Markov chains with Markov regime (MCMR) in the conte...
Markov chains are a natural and well understood tool for describing one-dimensional patterns in time...
This paper describes a Bayesian approach to determining the order of a finite state Markov chain who...
reason why source coding concepts and techniques have become a standard tool in the area. This chapt...
Let {Y sub t} be a stationary stochastic process with values in the finite set YY. We model {Y sub t...
In modelling ranking data, order-statistics models are commonly used. The idea behind is that a judg...
In this thesis, the properties of some non-standard Markov chain models and their corresponding para...