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Markov Chains: Models, Algorithms and Applications

Author

Listed:
  • Wai-Ki Ching

    (The University of Hong Kong)

  • Michael K. Ng

    (Hong Kong Baptist University)

Abstract

No abstract is available for this item.

Individual chapters are listed in the "Chapters" tab

Suggested Citation

  • Wai-Ki Ching & Michael K. Ng, 2006. "Markov Chains: Models, Algorithms and Applications," International Series in Operations Research and Management Science, Springer, number 978-0-387-29337-0, April.
    • Handle: RePEc:spr:isorms:978-0-387-29337-0
    DOI: 10.1007/0-387-29337-X
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    Citations

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    Cited by:

    1. João Nicolau & Flavio Riedlinger, 2015. "Estimation and inference in multivariate Markov chains," Statistical Papers, Springer, vol. 56(4), pages 1163-1173, November.
    2. Alicja Ganczarek-Gamrot & Józef Stawicki, 2017. "Comparison of certain dynamic estimation methods of Value at Risk on Polish gas market," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 17, pages 81-96.
    3. Suryadeepto Nag & Sankarshan Basu & Siddhartha P. Chakrabarty, 2022. "Modeling the Commodity Prices of Base Metals in Indian Commodity Market Using a Higher Order Markovian Approach," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 20(1), pages 159-171, March.
    4. Bruno Damásio & João Nicolau, 2020. "Time Inhomogeneous Multivariate Markov Chains: Detecting and Testing Multiple Structural Breaks Occurring at Unknown," Working Papers REM 2020/0136, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    5. Villacorta, Pablo J. & Verdegay, José L., 2016. "FuzzyStatProb: An R Package for the Estimation of Fuzzy Stationary Probabilities from a Sequence of Observations of an Unknown Markov Chain," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 71(i08).
    6. Józef Stawicki, 2016. "Using the First Passage Times in Markov Chain model to support financial decisions on the stock exchange," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 16, pages 37-47.
    7. Jokar, Meysam & Salarieh, Hassan & Alasty, Aria, 2019. "On the existence of proper stochastic Markov models for statistical reconstruction and prediction of chaotic time series," Chaos, Solitons & Fractals, Elsevier, vol. 123(C), pages 373-382.
    8. Dong-Mei Zhu & Wai-Ki Ching & Robert J. Elliott & Tak-Kuen Siu & Lianmin Zhang, 2017. "A Higher-order interactive hidden Markov model and its applications," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 39(4), pages 1055-1069, October.
    9. Joseph Gogodze, 2021. "Ranking Demographic Conditions: MCDM Approach," SN Operations Research Forum, Springer, vol. 2(2), pages 1-12, June.
    10. Edward Sandoyan & David Manukyan, 2013. "Exchange Rate Forecast: a New Approach for Armenian Dram," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 20(2), pages 159-177, October.
    11. D’Amico, Guglielmo & De Blasis, Riccardo & Petroni, Filippo, 2023. "The Mixture Transition Distribution approach to networks: Evidence from stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 632(P1).
    12. Perkin, Joshuah S. & Gido, Keith B. & Al-Ta’ani, Ola & Scoglio, Caterina, 2013. "Simulating fish dispersal in stream networks fragmented by multiple road crossings," Ecological Modelling, Elsevier, vol. 257(C), pages 44-56.
    13. Otero, Dino & Galetti, Diógenes & Mizrahi, Salomon S., 2018. "Modeling vehicular traffic networks. Part I," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 97-110.
    14. Fokianos, Konstantinos & Fried, Roland & Kharin, Yuriy & Voloshko, Valeriy, 2022. "Statistical analysis of multivariate discrete-valued time series," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
    15. Luis R. Izquierdo & Segismundo S. Izquierdo & José Manuel Galán & José Ignacio Santos, 2009. "Techniques to Understand Computer Simulations: Markov Chain Analysis," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 12(1), pages 1-6.
    16. Babak Omidvar & Mohammad Hojjati Malekshah & Hamed Omidvar, 2014. "Failure risk assessment of interdependent infrastructures against earthquake, a Petri net approach: case study—power and water distribution networks," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 71(3), pages 1971-1993, April.
    17. Peter Sendfeld, 2008. "Two Queues with Weighted One-Way Overflow," Methodology and Computing in Applied Probability, Springer, vol. 10(4), pages 531-555, December.
    18. Michael K. Ng & Yuho Chung, 2012. "Double Mover–Stayer model on customer switching in telecommunications industry," Naval Research Logistics (NRL), John Wiley & Sons, vol. 59(8), pages 663-674, December.

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