Modélisation autorégressive des chaînes de Markov : utilisation d'une matrice différente pour chaque retard
Revue de Statistique Appliquée, Tome 44 (1996) no. 3, pp. 5-25. 
@article{RSA_1996__44_3_5_0,
     author = {Berchtold, A.},
     title = {Mod\'elisation autor\'egressive des cha{\^\i}nes de {Markov} : utilisation d'une matrice diff\'erente pour chaque retard},
     journal = {Revue de Statistique Appliqu\'ee},
     pages = {5--25},
     publisher = {Soci\'et\'e de Statistique de France},
     volume = {44},
     number = {3},
     year = {1996},
     language = {fr},
     url = {http://www.numdam.org/item/RSA_1996__44_3_5_0/}
}
TY  - JOUR
AU  - Berchtold, A.
TI  - Modélisation autorégressive des chaînes de Markov : utilisation d'une matrice différente pour chaque retard
JO  - Revue de Statistique Appliquée
PY  - 1996
SP  - 5
EP  - 25
VL  - 44
IS  - 3
PB  - Société de Statistique de France
UR  - http://www.numdam.org/item/RSA_1996__44_3_5_0/
LA  - fr
ID  - RSA_1996__44_3_5_0
ER  - 
%0 Journal Article
%A Berchtold, A.
%T Modélisation autorégressive des chaînes de Markov : utilisation d'une matrice différente pour chaque retard
%J Revue de Statistique Appliquée
%D 1996
%P 5-25
%V 44
%N 3
%I Société de Statistique de France
%U http://www.numdam.org/item/RSA_1996__44_3_5_0/
%G fr
%F RSA_1996__44_3_5_0
Berchtold, A. Modélisation autorégressive des chaînes de Markov : utilisation d'une matrice différente pour chaque retard. Revue de Statistique Appliquée, Tome 44 (1996) no. 3, pp. 5-25. http://www.numdam.org/item/RSA_1996__44_3_5_0/

Bellman, R. (1960) Introduction to Matrix Analysis. Ed. McGraw-Hill. | MR | Zbl

Berchtold, A. (1994) Modélisation autorégressive des chaînes de Markov d'ordre 1. Cahiers du Département d'Econométrie, Université de Genève.

Cox, D.R., Miller, H.R. (1965) The Theory of Stochastic Processes. Ed. Methuen & Co Limited. | MR | Zbl

Doob, J.L. (1990) Stochastic Processes. Ed. John Wiley & Sons. | MR | Zbl

Feller, W. (3e édition) An Introduction to Probability Theory and its Applications, Vol. 1. Ed. John Wiley & Sons. | Zbl

Gourieroux, C., Monfort, A. (1990) Séries temporelles et modèles dynamiques. Ed. Economica.

Grimmett, G.R., Stirzaker, D.R. (1992) Probability and Random Processes. Ed. Clarendon Press. | MR | Zbl

Jacobs, P.A., Lewis, P.A.W. (1978) Discrete Time Series Generated by Mixtures I : Correlational and Runs Properties. Journal of the Royal Statistical Society B, Vol. 40, 94-105. | MR | Zbl

Jacobs, P.A., Lewis, P.A.W. (1978) Discrete Time Series Generated by Mixtures II : Asymptotic properties. Journal of the Royal Statistical Society B, Vol. 40, 222-228. | MR | Zbl

Jacobs, P.A., Lewis, P.A.W. (1978) Discrete Time Series Generated by Mixtures III : Autoregressive Processes. Naval Postgraduate School Technical Report NPS 55-78-022.

Jacobs, P.A., Lewis, P.A.W. (1983) Stationary Discrete Autoregressive-Moving Average Time Series Generated by Mixtures. Journal of Time Series Analysis, Vol. 4, 18-36. | MR | Zbl

Katz, R.W. (1981) On Some Criteria for Estimating the Order of a Markov Chain. Technometrics, Vol. 23, No 3, 243 -249. | MR | Zbl

Kemeny, J.G., Snell, J.L. (1976) Finite Markov Chains. Ed. Springer-Verlag. | MR | Zbl

Kendall, M., Stuart, A., Ord, J.K. (1983) The Advanced Theory of Statistics, Vol. 3. Ed. Charles Griffin & Company Limited. | MR | Zbl

Logan, J.A. (1981) A Structural Model of the Higher-Order Markov Process Incorporating Reversion Effects. The Journal of Mathematical Sociology, Vol. 8, 75-89. | Zbl

Mehran, F. (1989) Analysis of Discrete Longitudinal Data : Infinite-Lag Markov Models. Statistical Data Analysis and Inference 533-541. Ed. Dodge. | MR

Pc-Matlab (1987) User's Guide. Ed. MathWorks Inc.

Pegram, G.G.S. (1975) A Multinomial Model for Transitions Probability Matrices. Journal of Applied Probability, Vol. 12, 498- 506. | MR | Zbl

Pegram, G.G.S. (1980) An Autoregressive Model for Multilag Markov Chains. Journal of Applied Probability, Vol. 17, 350-362. | MR | Zbl

Raftery, A.E. (1985) A Model for High-Order Markov Chains. Journal of the Royal Statistical Society B, Vol. 47, No 3, 528-539. | MR | Zbl

Raftery, A.E., Tavaré, S. (1994) Estimation and Modelling Repeated Patterns in High Order Markov Chains with the Mixture Transition Distribution Model. Applied Statistics, Vol. 43, No 1, 179- 199. | Zbl

Seneta, E. (1973) Non-Negatives Matrices. Ed. George Allen & Unwin Ltd. | MR | Zbl

Stirzaker, D.R. (1994) Elementary Probability. Ed. Cambridge University Press. | MR | Zbl

Tricot, C. Notes de statistique VI : Ergodicité. Université de Genève.

Tsp (1988) Reference Manual, version 4.1. Ed. TSP International.

Tsp (1988) User's Guide, version 4.1. Ed. TSP International.