Markov Chain of Conditional Order: Properties and Statistical Analysis
Yu. S. Kharin, Mikhail Maltsau · Austrian Journal of Statistics · 2014
The paper deals with finite Markov chain of conditional order, that is a special case of high-order Markov chain with a small number of parameters. Statistical estimators for parameters and statistical tests for parametric hypotheses are constructed and their properties are analyzed. Results of computer experiments on simulated and real data are presented.