Add to ORKGA new mathematical model of the s-order Markov chain with conditional memory depth is proposed. Maximum likelihood estimators of parameters are constnicted and their properties are analyzed. A statistical test on parameter values is constructed. Numerical results are presented
The structural parameters of many statistical models can be estimated maximizing a penalized version...
Statistical estimators for the parameters of the Markov chain of the s-th order with r partial conn...
The problem of hypotheses testing based on empirical characteristic functions is considered for the...
A new mathematical model of the s-order Markov chain with conditional memory depth is proposed. Maxi...
The paper deals with finite Markov chain of conditional order, that is a special case of high-order ...
The paper deals with Markov chain of conditional order, which is a special case of a high-order Mar...
A new special case of high-order Markov chains with a small number of parameters – Markov chain of...
The problem of sequential testing of hypotheses on parameters of Markov chains is considered. The sp...
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 chain theory is proving to be a powerful approach to bootstrap and simulate highly nonlinear ...
Summary: We present a general purpose implementation of variable length Markov models. Contrary to f...
Markov chain theory is proving to be a powerful approach to bootstrap and simulate highly nonlinear ...
Markov chain theory is proving to be a powerful approach to bootstrap and simulate highly nonlinear ...
In this thesis, the properties of some non-standard Markov chain models and their corresponding para...
The structural parameters of many statistical models can be estimated maximizing a penalized version...
Statistical estimators for the parameters of the Markov chain of the s-th order with r partial conn...
The problem of hypotheses testing based on empirical characteristic functions is considered for the...
A new mathematical model of the s-order Markov chain with conditional memory depth is proposed. Maxi...
The paper deals with finite Markov chain of conditional order, that is a special case of high-order ...
The paper deals with Markov chain of conditional order, which is a special case of a high-order Mar...
A new special case of high-order Markov chains with a small number of parameters – Markov chain of...
The problem of sequential testing of hypotheses on parameters of Markov chains is considered. The sp...
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 chain theory is proving to be a powerful approach to bootstrap and simulate highly nonlinear ...
Summary: We present a general purpose implementation of variable length Markov models. Contrary to f...
Markov chain theory is proving to be a powerful approach to bootstrap and simulate highly nonlinear ...
Markov chain theory is proving to be a powerful approach to bootstrap and simulate highly nonlinear ...
In this thesis, the properties of some non-standard Markov chain models and their corresponding para...
The structural parameters of many statistical models can be estimated maximizing a penalized version...
Statistical estimators for the parameters of the Markov chain of the s-th order with r partial conn...
The problem of hypotheses testing based on empirical characteristic functions is considered for the...