Higher-Order Markov Chains

Wai-Ki Ching, Ximin Huang, Michael K. Ng and Tak Kuen Siu
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Wai-Ki Ching: The University of Hong Kong
Ximin Huang: Georgia Institute of Technology
Michael K. Ng: Hong Kong Baptist University

Chapter Chapter 6 in Markov Chains, 2013, pp 141-176 from Springer

Abstract: Abstract Data sequences or time series occur frequently in many real world applications. One of the most important steps in analyzing a data sequence (or time series) is the selection of an appropriate mathematical model for the data. This is because it helps in predictions, hypothesis testing and rule discovery.

Keywords: Markov Chain; Linear Programming Problem; Risky Asset; Markov Chain Model; Hide Markov Chain (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1007/978-1-4614-6312-2_6

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