Γ-minimax sequential estimation for Markov-additive processes
نویسندگان
چکیده
منابع مشابه
Linear Additive Markov Processes
We introduce LAMP: the Linear Additive Markov Process. Transitions in LAMP may be influenced by states visited in the distant history of the process, but unlike higher-order Markov processes, LAMP retains an efficient parameterization. LAMP also allows the specific dependence on history to be learned efficiently from data. We characterize some theoretical properties of LAMP, including its stead...
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ژورنال
عنوان ژورنال: Applicationes Mathematicae
سال: 2001
ISSN: 1233-7234,1730-6280
DOI: 10.4064/am28-4-7