Abstract
The paper is devoted to construction of parsimonious (small-parametric) models of high-order Markov chains and to computer algorithms for statistical inferences on parameters of these models.
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Kharin, Y.S. (2017). Statistical Analysis of Big Data Based on Parsimonious Models of High-Order Markov Chains. In: Rykov, V., Singpurwalla, N., Zubkov, A. (eds) Analytical and Computational Methods in Probability Theory. ACMPT 2017. Lecture Notes in Computer Science(), vol 10684. Springer, Cham. https://doi.org/10.1007/978-3-319-71504-9_40
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DOI: https://doi.org/10.1007/978-3-319-71504-9_40
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