Estimation for discrete time nonhomogeneous Markov chains

DOI10.1016/0304-4149(78)90012-1zbMath0378.62036OpenAlexW2012592624MaRDI QIDQ1246969

David P. Harrington, Thomas R. Fleming

Publication date: 1978

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(78)90012-1

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)

Related Items (2)

Application of a non-homogeneous Markov chain with seasonal transition probabilities to ozone data ⋮ Inference from censored Markov chains with applications to multiwave panel data

Cites Work

• Nonparametric estimation for nonhomogeneous Markov processes in the problem of competing risks
• Asymptotic distribution results in competing risks estimation
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