Reversible Markov chains and optimality of symmetrized empirical estimators

DOI10.2307/3318615zbMath0958.62076OpenAlexW2089896165MaRDI QIDQ1283386

Prescilla E. Greenwood, Wolfgang Wefelmeyer

Publication date: 4 April 2001

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/ec757025d73cc01be4097b27ef844efce05b2991

zbMATH Keywords

efficiencydiffusion processesreversible Markov chains

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)

Related Items (7)

Fitting a reversible Markov chain by maximum likelihood: converting an awkwardly constrained optimization problem to an unconstrained one ⋮ Efficient estimators for functionals of Markov chains with parametric marginals. ⋮ Ordering and improving the performance of Monte Carlo Markov chains. ⋮ TESTING FOR REVERSIBILITY IN MARKOV CHAIN DATA ⋮ Testing hypothesis on transition distributions of a Markov sequence ⋮ Some developments in semiparametric statistics ⋮ Improved estimators for constrained Markov chain models

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