Article ID: | iaor20043750 |
Country: | Belarus |
Volume: | 48 |
Issue: | 1 |
Start Page Number: | 40 |
End Page Number: | 44 |
Publication Date: | Jan 2004 |
Journal: | Proceedings of the National Academy of Sciences of Belarus |
Authors: | Kharin Yu. S. |
Keywords: | markov processes |
A new general small-parametric model MC (s, r) called Markov chain of the order s with r-partial relations is proposed. Statistical estimators of the parameters of MC (s, r) are constructed and their probabilistic properties are analyzed.