A. Raftery. Journal of the Royal Statistical Society. Series B (Methodological), 47 (3):
528-539(1985)
Abstract
A model for Markov chains of order higher than one is introduced which involves only one additional parameter for each extra lag. Asymptotic properties and the auto-correlation structure are investigated. Three examples are given in which the model appears to model data more successfully than both the usual high-order Markov chain and the alternative models of Jacobs and Lewis (1978), Pegram (1980) and Logan (1981).
%0 Journal Article
%1 10.2307/2345788
%A Raftery, Adrian E.
%D 1985
%I Royal Statistical Society, Wiley
%J Journal of the Royal Statistical Society. Series B (Methodological)
%K dfg_seq
%N 3
%P 528-539
%T A Model for High-Order Markov Chains
%U http://www.jstor.org/stable/2345788
%V 47
%X A model for Markov chains of order higher than one is introduced which involves only one additional parameter for each extra lag. Asymptotic properties and the auto-correlation structure are investigated. Three examples are given in which the model appears to model data more successfully than both the usual high-order Markov chain and the alternative models of Jacobs and Lewis (1978), Pegram (1980) and Logan (1981).
@article{10.2307/2345788,
abstract = {A model for Markov chains of order higher than one is introduced which involves only one additional parameter for each extra lag. Asymptotic properties and the auto-correlation structure are investigated. Three examples are given in which the model appears to model data more successfully than both the usual high-order Markov chain and the alternative models of Jacobs and Lewis (1978), Pegram (1980) and Logan (1981).},
added-at = {2017-04-25T11:23:38.000+0200},
author = {Raftery, Adrian E.},
biburl = {https://www.bibsonomy.org/bibtex/22f0f309e1b318ce4fa50a5f7499d7ffe/lemmi},
interhash = {8da1e4d6dbca50f4a4775a650995a9ca},
intrahash = {2f0f309e1b318ce4fa50a5f7499d7ffe},
issn = {00359246},
journal = {Journal of the Royal Statistical Society. Series B (Methodological)},
keywords = {dfg_seq},
number = 3,
pages = {528-539},
publisher = {[Royal Statistical Society, Wiley]},
timestamp = {2017-04-25T11:23:38.000+0200},
title = {A Model for High-Order Markov Chains},
url = {http://www.jstor.org/stable/2345788},
volume = 47,
year = 1985
}