Аннотация
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).
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