Some Results on the Estimation of a Higher Order Markov Chain

DOI10.1080/03610919008812862zbMath0707.62179OpenAlexW2060507060MaRDI QIDQ3489222

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Publication date: 1990

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919008812862

zbMATH Keywords

maximum likelihood estimatorempirical Bayes estimatorhigher order Markov chainmacro dataminimum chi- square estimators

Mathematics Subject Classification ID

Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05)

Related Items (2)

An EM algorithm for estimation in the mixture transition distribution model ⋮ MTD models for aggregate data from higher order Markov chains

Cites Work

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• Minimum chi-square, not maximum likelihood!
• Finite Markov processes in psychology
• ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE PROCESS: AN EMPIRICAL BAYES APPROACH
• The information in aggregate data from Markov chains
• An autoregressive model for multilag Markov chains
• A structural model of the higher‐order Markov process incorporating reversion effects
• Empirical Bayes estimators in a multiple linear regression model

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