A simplified parsimonious higher order multivariate Markov chain model with new convergence condition

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.

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Bibliographic Details
Published in:IOP conference series. Materials Science and Engineering 2017-09, Vol.231 (1), p.12011
Main Authors: Wang, Chao, Yang, Chuan-sheng
Format: Article
Language:English
Subjects:
Convergence
Markov analysis
Markov chains
Multivariate analysis
Parameter estimation
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Summary: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.
ISSN:1757-8981
1757-899X
DOI:10.1088/1757-899X/231/1/012011