Estimation of transition matrices for Markov processes in equilibrium

DOI10.1080/03461238.1978.10432020zbMath0387.62069OpenAlexW2027498207MaRDI QIDQ4167944

Hanne Dalgas Christiansen

Publication date: 1978

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1978.10432020

Mathematics Subject Classification ID

Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05) Sums of independent random variables; random walks (60G50)

Cites Work

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• Statistical Inference about Markov Chains
• Some Results on the Imbedding Problem for Finite Markov Chains
• A central limit theorem for finite semigroups and its application to the imbedding problem for finite state Markov chains
• Choice of initial states in estimating transition probabilities of a finite ergodic Markov chain

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