Sequential estimation for continuous time finite markov processes

DOI10.1080/03610928408828743zbMath0558.62072OpenAlexW2148387502MaRDI QIDQ3223739

S. R. Adke, S. M. Manjunath

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1080/03610928408828743

zbMATH Keywords

information inequalityintensity matrixefficient sequential estimationfinite-state Markov processes

Mathematics Subject Classification ID

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

Related Items (2)

Efficient sequential estimation in a markov branching process with immigration ⋮ Efficient sequential estimation in multiplicative counting processes

Cites Work

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• Efficient estimation of transition probabilities in a Markov chain
• Unbiased Sequential Estimation for Binomial Populations
• General models for r-molecular reactions
• Stochastic approach to chemical kinetics
• Estimating the Infinitesimal Generator of a Continuous Time, Finite State Markov Process
• Unbiased Estimates for Certain Binomial Sampling Problems with Applications

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