• DocumentCode
    389511
  • Title

    Multivariate Markov chain models

  • Author

    Fung, Eric S. ; Ching, Wai Ki ; Chu, Sydney ; Ng, Michael K. ; Wenan Zang

  • Author_Institution
    Dept. of Math., Hong Kong Univ., China
  • Volume
    3
  • fYear
    2002
  • fDate
    6-9 Oct. 2002
  • Abstract
    We study multivariate Markov chain models for approximating a conventional Markov chain model with a huge number of states. We propose an efficient estimation method for the parameters in the proposed model. Numerical examples are given to illustrate the usefulness of the proposed model.
  • Keywords
    Markov processes; data analysis; parameter estimation; probability; data analysis; multivariate Markov chain models; multivariate data; numerical examples; parameter estimation; probability; Data analysis; Eigenvalues and eigenfunctions; Electronic mail; Markov processes; Mathematical model; Mathematics; State-space methods; Stochastic processes; Testing; Time series analysis;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Systems, Man and Cybernetics, 2002 IEEE International Conference on
  • ISSN
    1062-922X
  • Print_ISBN
    0-7803-7437-1
  • Type

    conf

  • DOI
    10.1109/ICSMC.2002.1176055
  • Filename
    1176055
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=389511