On fast aggregation of Markov chain functionals using stochastic complementation.

DOI10.1016/S0165-1684(98)00213-8zbMath1098.94533WikidataQ126408635 ScholiaQ126408635MaRDI QIDQ1292509

Kutluyıl Doǧançay, Vikram Krishnamurthy

Publication date: 21 June 1999

Published in: Signal Processing (Search for Journal in Brave)

zbMATH Keywords

System identificationComputational complexityMarkov chain aggregationMaximum-likelihood estimationStochastic complementation

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) System identification (93B30) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

This page was built for publication: On fast aggregation of Markov chain functionals using stochastic complementation.