文章基本信息
- 标题：Statistical Analysis of Discrete Time Series Based on the MC(s, r)-Model
- 本地全文：下载
- 作者：Yuriy Kharin ; Andrei Piatlitski
- 期刊名称：Austrian Journal of Statistics
- 出版年度：2011
- 卷号：40
- 期号：1-2
- 出版社：Austrian Statistical Society
- 摘要：
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 this model are proposed and their performance is analyzed. The theory is
illustrated on some real statistical data. - 关键词：High-order Markov Chain; Estimators; Hypotheses Testing
