Confidence Intervals for the Mixture Transition Distribution (MTD) Model and Other Markovian Models

Confidence Intervals for the Mixture Transition Distribution (MTD) Model and Other Markovian Models

The Mixture Transition Distribution (MTD) model used for the approximation of high-order Markov chains does not allow a simple calculation of confidence intervals, and computationnally intensive methods based on bootstrap are generally used. We show here how standard methods can be extended to the M...

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Bibliographic Details
Main Author: André Berchtold
Format: Article
Language:English
Published: MDPI AG 2020-03-01
Series:Symmetry
Subjects:
confidence interval
bootstrap
markov chain
mtd model
hidden markov model
Online Access:https://www.mdpi.com/2073-8994/12/3/351

Internet

https://www.mdpi.com/2073-8994/12/3/351

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