Statistical Analysis of Discrete Time Series Based on the MC(s; r)–Model
A new model for discrete-valued time series is proposed: Markov chain of the order s with r partial connections MC(s; r). Statistical estimators for the parameters of the MC(s; r)-model are constructed. The asymptotic properties of these estimators are proved. Statistical tests on the parameters of...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Austrian Statistical Society
2016-02-01
|
| Series: | Austrian Journal of Statistics |
| Online Access: | http://www.ajs.or.at/index.php/ajs/article/view/199 |