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Bootstrapping the autocorrelation coefficient of finite Markov chains

✍ Scribed by C.D. Fuh


Publisher
Elsevier Science
Year
1992
Tongue
English
Weight
632 KB
Volume
32
Category
Article
ISSN
0378-3758

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πŸ“œ SIMILAR VOLUMES


On the Markov property of a finite hidde
✍ Peter Spreij πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 119 KB

In this paper we study the question of the conditions under which a hidden Markov chain itself exhibits Markovian behaviour. An insightful method to answer this question is based on a recursive ΓΏltering formula for the underlying chain.