Estimating a Markov Transition Matrix from Observational Data (Q4834265)
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scientific article; zbMATH DE number 758438
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating a Markov Transition Matrix from Observational Data |
scientific article; zbMATH DE number 758438 |
Statements
Estimating a Markov Transition Matrix from Observational Data (English)
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2 July 1995
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Markov chain
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transition matrix
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maximum likelihood estimate
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EM algorithm
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