A Tridiagonal Parsimonious Higher Order Multivariate Markov Chain Model with New Convergence Condition
Liu Kou, Chuansheng Yang, Chao Wang · Advances in engineering research/Advances in Engineering Research · 2017
In this paper, we present a tri-diagonal parsimonious higher-order multivariate Markov chain model with new convergence condition. (TPHOMMCM-NCC). Moreover, the estimation method of the parameters in TP-HOMMCM is given. Numerical experiments illustrate the effectiveness of TPHOMMCM-NCC.