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Paper Information

Journal:   IRANIAN JOURNAL OF SCIENCE AND TECHNOLOGY TRANSACTION A- SCIENCE   FALL 2006 , Volume 30 , Number A3; Page(s) 349 To 354.
 
Paper: 

REGRESSION ANALYSIS IN MARKOV CHAIN (RESEARCH NOTE)

 
 
Author(s):  YAZDANI M.A., MESHKANI M.R.*
 
* DEPARTMENT OF STATISTICS, SHAHID BEHESHTI UNIVERSITY, EVIN, TEHRAN, 19838, I.R. OF IRAN
 
Abstract: 

In a finite stationary Markov chain, transition probabilities may depend on some explanatory variables. A similar problem has been considered here. The corresponding posteriors are derived and inferences are done using these posteriors. Finally, the procedure is illustrated with a real example.

 
Keyword(s): BAYES, EMPIRICAL BAYES, ESTIMATION, MARKOV CHAIN, MAXIMUM LIKELIHOOD, REGRESSION, TRANSITION PROBABILITY MATRIX
 
 
References: 
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Click to Cite.
APA: Copy

YAZDANI, M., & MESHKANI, M. (2006). REGRESSION ANALYSIS IN MARKOV CHAIN (RESEARCH NOTE). IRANIAN JOURNAL OF SCIENCE AND TECHNOLOGY TRANSACTION A- SCIENCE, 30(A3), 349-354. https://www.sid.ir/en/journal/ViewPaper.aspx?id=101689



Vancouver: Copy

YAZDANI M.A., MESHKANI M.R.. REGRESSION ANALYSIS IN MARKOV CHAIN (RESEARCH NOTE). IRANIAN JOURNAL OF SCIENCE AND TECHNOLOGY TRANSACTION A- SCIENCE. 2006 [cited 2021May08];30(A3):349-354. Available from: https://www.sid.ir/en/journal/ViewPaper.aspx?id=101689



IEEE: Copy

YAZDANI, M., MESHKANI, M., 2006. REGRESSION ANALYSIS IN MARKOV CHAIN (RESEARCH NOTE). IRANIAN JOURNAL OF SCIENCE AND TECHNOLOGY TRANSACTION A- SCIENCE, [online] 30(A3), pp.349-354. Available: https://www.sid.ir/en/journal/ViewPaper.aspx?id=101689.



 
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