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Simulation of the Multivariate ENSO index (MEI) as a Markov Chain and estimation of its probability distribution
Simulation of the Multivariate ENSO index (MEI) as a Markov Chain and estimation of its probability distribution
2007
Jose L. Bravo
Francisco Estrada
Keywords:
Markov chain mixing time
Multivariate ENSO index
Additive Markov chain
Econometrics
Markov property
Normal-Wishart distribution
Balance equation
Statistics
Discrete phase-type distribution
Mathematics
Variable-order Markov model
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