Efficient sequential estimation in finite-state markov processes

DOI10.1080/17442508308833290zbMath0535.62066OpenAlexW2023988085MaRDI QIDQ3319632

Valeri T. Stefanov

Publication date: 1984

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508308833290

zbMATH Keywords

Markov stopping timeefficiently estimable functionsfinite-state Markov processesefficient sequential plansoblique plans of discrete and continuous type

Mathematics Subject Classification ID

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

Related Items (1)

On exponential families of Markov processes

Cites Work

• Efficient estimation of transition probabilities in a Markov chain
• Unbiased Sequential Estimation for Binomial Populations
• Moments of Randomly Stopped Sums

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