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Two-State Imprecise Markov Chains for Statistical Modelling of Two-State Non-Markovian Processes (2019)
Conference Proceeding
Troffaes, M. C., Krak, T., & Bains, H. (2019). Two-State Imprecise Markov Chains for Statistical Modelling of Two-State Non-Markovian Processes. In J. De Bock, C. P. de Campos, G. de Cooman, E. Quaeghebeur, & G. Wheeler (Eds.), Proceedings of the Eleventh International Symposium on Imprecise Probabilities : Theories and Applications (394-403)

This paper proposes a method for fitting a two-state imprecise Markov chain to time series data from a twostate non-Markovian process. Such non-Markovian processes are common in practical applications. We focus on how to fit modelling parameters base... Read More about Two-State Imprecise Markov Chains for Statistical Modelling of Two-State Non-Markovian Processes.