Estimation of transition probabilities in a two-state markov chain

DOI10.1080/03610927908827785zbMath0442.62067OpenAlexW1603952409MaRDI QIDQ3885016

Seong-In Kim, Do Sun Bai

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1080/03610927908827785

zbMATH Keywords

maximum likelihoodsufficient statisticsunbiased estimatorirreducible Markov chaintwo-state Markov chainestimation of transition probabilities

Mathematics Subject Classification ID

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

Related Items (1)

Comparative construction of plug-in estimators of the entropy rate of two-state Markov chains

Cites Work

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• Efficient estimation of transition probabilities in a Markov chain
• Statistical inference in Bernoulli trials with dependence
• Statistical Inference about Markov Chains
• THE DISTRIBUTION OF THE NUMBER OF SUCCESSES IN A SEQUENCE OF DEPENDENT TRIALS
• The efficiency of a linear discriminant function based on unclassified initial samples

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