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Arabian Journal of Geosciences, 2014
Abubakr A. A. Al-sharif, B. Pradhan
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Abubakr A. A. Al-sharif, B. Pradhan
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Finite state markov-chain approximations to univariate and vector autoregressions
, 1986George Tauchen
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2015
The purpose of this final project is to study and understand finite Markov chains. First of all, the topic is introduced by definitions and relevant properties. Subsequently, how to classify the chains will be the point in question. Finally, it is analyzed the behaviour of the chain in the long-time.
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The purpose of this final project is to study and understand finite Markov chains. First of all, the topic is introduced by definitions and relevant properties. Subsequently, how to classify the chains will be the point in question. Finally, it is analyzed the behaviour of the chain in the long-time.
openaire +1 more source