Estimation of the mean of some stationary markov sequences

DOI10.1080/03610929208830768zbMath0800.62510OpenAlexW2080352098MaRDI QIDQ3135570

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Publication date: 11 October 1993

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929208830768

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Sequential estimation (62L12)

Related Items (4)

Estimation of parameters and the mean life of a mixed failure time distribution ⋮ Random coefficient minification processes ⋮ Parameter Estimation in Minification Processes ⋮ Estimation for the semipareto processes

Cites Work

• On conditional least squares estimation for stochastic processes
• Nonlinear nonnegative ar(1) processes
• Non-negative time series models for dry river flow
• On Sequential Maximum Likelihood Estimation for Exponential Families of Stochastic Processes
• Simulation of weibull and gamma autoregressive stationary process
• First-order autoregressive gamma sequences and point processes
• An exponential Markovian stationary process
• A new autoregressive time series model in exponential variables (NEAR(1))
• Unnamed Item

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