High-order Vector Markov Chain with Partial Connections in Data Analysis


  • Yuriy Kharin Belarusian State University
  • Michail Maltsew Belarusian State University




A new mathematical model for discrete time series is proposed: homogenous vector Markov chain of the order s with partial connections. Conditional probability distribution
for this model is determined only by a few components of previous vector states. Probabilistic properties of the model are given: ergodicity conditions and conditions
under which the stationary probability distribution is uniform. Consistent statistical estimators for model parameters are constructed.


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How to Cite

Kharin, Y., & Maltsew, M. (2017). High-order Vector Markov Chain with Partial Connections in Data Analysis. Austrian Journal of Statistics, 46(3-4), 37-45. https://doi.org/10.17713/ajs.v46i3-4.669