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Estimation of a Stationary Markov Chain - MaRDI portal

Estimation of a Stationary Markov Chain (Q4836993)

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scientific article; zbMATH DE number 766677
Language Label Description Also known as
English
Estimation of a Stationary Markov Chain
scientific article; zbMATH DE number 766677

    Statements

    author
    L. Billard
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    Mohammad R. Meshkani
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    publication date
    1995
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    zbMATH Keywords
    Monte Carlo study
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    empirical Bayes estimation
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    transition probability matrix
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    stationary Markov chain
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    distribution of the frequency count matrix
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    Whittle distributions
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    natural conjugate priors
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    limiting distribution
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    title
    Estimation of a Stationary Markov Chain (English)
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    Identifiers

    DOI
    10.2307/2291155
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    Mathematics Subject Classification ID
    62M05
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    62C12
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    62F12
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    zbMATH DE Number
    766677
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    OpenAlex ID
    W4241796792
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