regression analysis in markov chain
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abstract
in a finite stationary markov chain, transition probabilities may depend on some explanatoryvariables. a similar problem has been considered here. the corresponding posteriors are derived andinferences are done using these posteriors. finally, the procedure is illustrated with a real example.
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Journal title:
iranian journal of science and technology (sciences)ISSN 1028-6276
volume 30
issue 3 2006
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