A simplified parsimonious higher order multivariate Markov chain model with new convergence condition
Chao Wang, Chuansheng Yang · IOP Conference Series Materials Science and Engineering · 2017
In this paper, we present a simplified parsimonious higher-order multivariate Markov chain model with new convergence condition. (TPHOMMCM-NCC). Moreover, estimation method of the parameters in TPHOMMCM-NCC is give. Numerical experiments illustrate the effectiveness of TPHOMMCM-NCC.