Bayesian analysis for finite Markov chains

DOI10.1016/S0378-3758(98)00104-9zbMath0941.62089OpenAlexW2081132130MaRDI QIDQ1125535

S. H. Smith

Publication date: 13 August 2000

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(98)00104-9

zbMATH Keywords

transition probabilities

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov processes: hypothesis testing (62M02)

Cites Work

• Asymptotic optimal inference for non-ergodic models
• Statistical decision theory and Bayesian analysis. 2nd ed
• Asymptotic inference for stochastic processes
• An Exact McNemar Test for Paired Binary Markov Chains
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Bayesian analysis for finite Markov chains