Estimation in the Markov random walk scheme

DOI10.1007/BF01095360zbMath0741.62079MaRDI QIDQ1185594

V. V. Chichagov, Ya. P. Lumel'skii

Publication date: 28 June 1992

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

uniquenessunbiased estimatorsstopping boundarycompleteness conditions for Markov random walk plansunknown transition probability matrix

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Sums of independent random variables; random walks (60G50)

Cites Work

• Efficient estimation of transition probabilities in a Markov chain
• Statistical Methods in Markov Chains
• Unbiased Estimates for Certain Binomial Sampling Problems with Applications
• Unnamed Item

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