%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 }