Statistical Analysis of Discrete-valued Time Series by Parsimonious High-order Markov Chains
Problems of statistical analysis of discrete-valued time series are considered. Two approaches for construction of parsimonious (small-parametric) models for observed discrete data are proposed based on high-order Markov chains. Consistent statistical estimators for parameters of the developed mode...
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| Format: | Article |
| Language: | English |
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Austrian Statistical Society
2020-04-01
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| Series: | Austrian Journal of Statistics |
| Online Access: | http://www.ajs.or.at/index.php/ajs/article/view/1132 |