Statistical Analysis of Discrete Time Series Based on the MC(s, r)-Model

被引：0

作者：

Kharin, Yuriy ^{[1
]}

Piatlitski, Andrei ^{[1
]}

机构：

[1] Belarusian State Univ, Dept Math Modeling & Data Anal, Independence Ave 4, Minsk 220030, BELARUS

来源：

AUSTRIAN JOURNAL OF STATISTICS | 2011年 / 40卷 / 1-2期

关键词：

High-order Markov Chain; Estimators; Hypotheses Testing;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

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.

引用

页码：75 / 84

页数：10

共 50 条

[1] Statistical analysis of multivariate discrete-valued time series
Fokianos, Konstantinos
Fried, Roland
Kharin, Yuriy
Voloshko, Valeriy
JOURNAL OF MULTIVARIATE ANALYSIS, 2022, 188
[2] STATISTICAL ANALYSIS OF MULTIVARIATE BINARY TIME SERIES BASED ON A NEURAL NETWORK MODEL
Kharin, Yuriy S.
Shibalko, Sierhei A.
DOKLADY NATSIONALNOI AKADEMII NAUK BELARUSI, 2024, 68 (04): : 271 - 281
[3] Statistical Learning of Discrete States in Time Series
Li, Hao
Yang, Haw
JOURNAL OF PHYSICAL CHEMISTRY B, 2019, 123 (03): : 689 - 701
[4] ON TIME SERIES ANALYSIS OF VISUAL ACUITY A STATISTICAL MODEL
KRAKAU, CET
ACTA OPHTHALMOLOGICA, 1969, 47 (03): : 660 - &
[5] STATISTICAL ANALYSIS OF CONDITIONALLY BINOMIAL NONLINEAR REGRESSION TIME SERIES WITH DISCRETE REGRESSORS
Kharin, Yu S.
Voloshko, V. A.
THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS, 2019, 100 : 167 - 176
[6] Statistical methods for anomalous discrete time series based on minimum cell count
Wu, Chih-Chieh
Grimson, Roger C.
Amos, Christopher I.
Shete, Sanjay
BIOMETRICAL JOURNAL, 2008, 50 (01) : 86 - 96
[7] STATISTICAL ANALYSIS OF A COMPANY'S REVENUE USING TIME SERIES
Statescu, Alexandru-Eugen
CBU INTERNATIONAL CONFERENCE PROCEEDINGS 2018: INNOVATIONS IN SCIENCE AND EDUCATION, 2018, 6 : 459 - 466
[8] Statistical analysis of discrete-valued time series using categorical ARMA models
Song, Peter X. -K.
Freeland, R. Keith
Biswas, Atanu
Zhang, Shulin
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2013, 57 (01) : 112 - 124
[9] STATISTICAL MODEL OF SOME TIME SERIES
PALMER, DS
NATURE, 1958, 181 (4624) : 1677 - 1677
[10] Bifurcations analysis of a discrete time S I R epidemic model with nonlinear incidence function
George, Reny
Gul, Nadia
Zeb, Anwar
Avazzadeh, Zakieh
Djilali, Salih
Rezapour, Shahram
RESULTS IN PHYSICS, 2022, 38

← 1 2 3 4 5 →