Computational methods for a copula-based Markov chain model with a binomial time series.
Xin-Wei HuangTakeshi EmuraPublished in: Commun. Stat. Simul. Comput. (2024)
Keyphrases
- markov chain
- computational methods
- markov model
- transition probabilities
- monte carlo simulation
- steady state
- probabilistic model
- monte carlo method
- stationary distribution
- monte carlo
- markov process
- transition matrix
- statistical methods
- finite state
- probability distribution
- gibbs sampler
- statistical model
- markov models
- least squares
- computational approaches
- reinforcement learning