Efficient estimation of transition probabilities in a Markov chain

DOI10.1214/AOS/1176343286zbMath0323.62055OpenAlexW2044065099MaRDI QIDQ1224407

Do Sun Bai

Publication date: 1975

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176343286

Mathematics Subject Classification ID

Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05)

Related Items (10)

Optimum statistical inference from randomly stopped random processes ⋮ Sequentielle Minimalvarianz-Schätzungen in einem speziellen Markovprozeß ⋮ Efficient sequential estimation in a markov branching process with immigration ⋮ Efficient sequential estimation in multiplicative counting processes ⋮ Sequential estimation for continuous time finite markov processes ⋮ Estimation in the Markov random walk scheme ⋮ Efficient sequential estimation in finite-state markov processes ⋮ Optimal sequential estimation for semi-markov and markov renewal processes ⋮ Estimation of transition probabilities in a two-state markov chain ⋮ On efficient stopping times

This page was built for publication: Efficient estimation of transition probabilities in a Markov chain