Some Aspects Of Statistical Inference For M-th Order Markov Processes.

Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes

Dufour, J.
Torres, O.
Bristol Univ. (United Kingdom). Dept. of Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.760(99/468) / BLDSC - British Li...

Order Determination for Probabilistic Functions of Finite Markov Chains

Finesso, Lorenzo

January 1987

Let {Y sub t} be a stationary stochastic process with values in the finite set YY. We model {Y sub t...

Markov chains: analytic and Monte Carlo computations

Graham, Carl

January 2014

Markov Chains: Analytic and Monte Carlo Computations introduces the main notions related to Markov c...

Some Aspects Of Statistical Inference For M-th Order Markov Processes.

Pillai, Ramanpillai Krishna

January 1963

PhDMathematicsUniversity of Michigan, Horace H. Rackham School of Graduate Studieshttp://deepblue.li...

Comparison of inference techniques for Markov processes estimated from micro vs. macro data

Kelton, Christina M. L. (Christina Marie Latter)
Kelton, W. David.

January 1985

http://deepblue.lib.umich.edu/bitstream/2027.42/5934/5/bam4125.0001.001.pdfhttp://deepblue.lib.umich...

Markov order estimation for sequences of simulated different order Markov chains.

Mario Bettenbühl (308729)
Marco Rusconi (308731)
Ralf Engbert (308732)
Matthias Holschneider (43236)

February 2013

<p>Using a parameterization as zeroth-order Markov chain as null hypothesis, we compared in the Baye...

On Determining the Order of Markov Dependence of an Observed Process Governed by a Hidden Markov Model

R.J. Boys
D.A. Henderson

January 2002

This paper describes a Bayesian approach to determining the order of a finite state Markov chain who...

Inferring Markov chains: Bayesian estimation, model comparison, entropy rate, and out-of-class modeling

Strelioff, Christopher C.
Crutchfield, James P.
Huebler, Alfred W.

July 2007

Markov chains are a natural and well understood tool for describing one-dimensional patterns in time...

On statistical estimation for markov chain of conditional order

Maltsew, M. V.

January 2013

The paper deals with Markov chain of conditional order, which is a special case of a high-order Mar...

Development of specific hypothesis tests for estimated Markov chains

Kelton, Christina M. L. (Christina Marie Latter)
Kelton, W. David.

January 1984

http://deepblue.lib.umich.edu/bitstream/2027.42/5935/5/bam4576.0001.001.pdfhttp://deepblue.lib.umich...

Hypothesis tests for Markov process models estimated from aggregate frequency data

Kelton, W. David.
Kelton, Christina M. L. (Christina Marie Latter)

January 1984

http://deepblue.lib.umich.edu/bitstream/2027.42/5940/5/bam4573.0001.001.pdfhttp://deepblue.lib.umich...

Consistent Estimation of the Order for Markov and Hidden Markov Chains

Finesso, Lorenzo

January 1991

The structural parameters of many statistical models can be estimated maximizing a penalized version...

Tests of Markov Order and Homogeneity in a Markov Chain

Jonsson, Robert

January 2011

A three-state non-homogeneous Markov chain (MC) of order m≥0, denoted M(m), was previously introduce...

Hidden Markov chains : convergence rates and the complexity of inference

Gillman, David Wallace

January 1993

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Mathematics, 1993.Includes bibliogr...

Markov Chain of Conditional Order: Properties and Statistical Analysis

Yuriy Kharin

January 2014

The paper deals with finite Markov chain of conditional order, that is a special case of high-order ...

Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes

Dufour, J.
Torres, O.
Bristol Univ. (United Kingdom). Dept. of Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.760(99/468) / BLDSC - British Li...

Order Determination for Probabilistic Functions of Finite Markov Chains

Finesso, Lorenzo

January 1987

Let {Y sub t} be a stationary stochastic process with values in the finite set YY. We model {Y sub t...

Markov chains: analytic and Monte Carlo computations

Graham, Carl

January 2014

Markov Chains: Analytic and Monte Carlo Computations introduces the main notions related to Markov c...

Some Aspects Of Statistical Inference For M-th Order Markov Processes.

Pillai, Ramanpillai Krishna

January 1963

PhDMathematicsUniversity of Michigan, Horace H. Rackham School of Graduate Studieshttp://deepblue.li...

Comparison of inference techniques for Markov processes estimated from micro vs. macro data

Kelton, Christina M. L. (Christina Marie Latter)
Kelton, W. David.

January 1985

http://deepblue.lib.umich.edu/bitstream/2027.42/5934/5/bam4125.0001.001.pdfhttp://deepblue.lib.umich...

Markov order estimation for sequences of simulated different order Markov chains.

Mario Bettenbühl (308729)
Marco Rusconi (308731)
Ralf Engbert (308732)
Matthias Holschneider (43236)

February 2013

<p>Using a parameterization as zeroth-order Markov chain as null hypothesis, we compared in the Baye...

On Determining the Order of Markov Dependence of an Observed Process Governed by a Hidden Markov Model

R.J. Boys
D.A. Henderson

January 2002

This paper describes a Bayesian approach to determining the order of a finite state Markov chain who...

Inferring Markov chains: Bayesian estimation, model comparison, entropy rate, and out-of-class modeling

Strelioff, Christopher C.
Crutchfield, James P.
Huebler, Alfred W.

July 2007

Markov chains are a natural and well understood tool for describing one-dimensional patterns in time...

On statistical estimation for markov chain of conditional order

Maltsew, M. V.

January 2013

The paper deals with Markov chain of conditional order, which is a special case of a high-order Mar...

Development of specific hypothesis tests for estimated Markov chains

Kelton, Christina M. L. (Christina Marie Latter)
Kelton, W. David.

January 1984

http://deepblue.lib.umich.edu/bitstream/2027.42/5935/5/bam4576.0001.001.pdfhttp://deepblue.lib.umich...

Hypothesis tests for Markov process models estimated from aggregate frequency data

Kelton, W. David.
Kelton, Christina M. L. (Christina Marie Latter)

January 1984

http://deepblue.lib.umich.edu/bitstream/2027.42/5940/5/bam4573.0001.001.pdfhttp://deepblue.lib.umich...

Consistent Estimation of the Order for Markov and Hidden Markov Chains

Finesso, Lorenzo

January 1991

The structural parameters of many statistical models can be estimated maximizing a penalized version...

Tests of Markov Order and Homogeneity in a Markov Chain

Jonsson, Robert

January 2011

A three-state non-homogeneous Markov chain (MC) of order m≥0, denoted M(m), was previously introduce...

Hidden Markov chains : convergence rates and the complexity of inference

Gillman, David Wallace

January 1993

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Mathematics, 1993.Includes bibliogr...

Markov Chain of Conditional Order: Properties and Statistical Analysis

Yuriy Kharin

January 2014

The paper deals with finite Markov chain of conditional order, that is a special case of high-order ...

Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes

Dufour, J.
Torres, O.
Bristol Univ. (United Kingdom). Dept. of Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.760(99/468) / BLDSC - British Li...

Order Determination for Probabilistic Functions of Finite Markov Chains

Finesso, Lorenzo

January 1987

Let {Y sub t} be a stationary stochastic process with values in the finite set YY. We model {Y sub t...

Markov chains: analytic and Monte Carlo computations

Graham, Carl

January 2014

Markov Chains: Analytic and Monte Carlo Computations introduces the main notions related to Markov c...

Some Aspects Of Statistical Inference For M-th Order Markov Processes.

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Some Aspects Of Statistical Inference For M-th Order Markov Processes.

Abstract

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