Estimating Markov transition matrices using uncertain observed states

DOI10.1080/07362999908809599zbMath0916.62059OpenAlexW1968156201MaRDI QIDQ4237955

William H. Woodall, Joe H. Sullivan

Publication date: 4 July 1999

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999908809599

zbMATH Keywords

least squares estimatortransition matricesMarkov estimation

Mathematics Subject Classification ID

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

Uses Software

• Mathematica

Cites Work

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• Fuzzy time series and its models
• Statistical Inference about Markov Chains
• Statistical Methods in Markov Chains
• Least-squares estimation of transition probabilities from aggregate data
• Hidden Markov Models for Speech Recognition
• A Probabilistic and Statistical View of Fuzzy Methods

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