scientific article; zbMATH DE number 4115776

zbMATH Open0681.62068MaRDI QIDQ4730638

T. W. Anderson

Publication date: 1989

Title of this publication is not available (Why is that?)

zbMATH Keywords

meanmaximum likelihood estimatorspectral densityasymptotically efficientstationary probabilitiessecond-order momentsfinite-state Markov chainvector-valued processnumerical-valued Markov chainwide- sense first-order autoregressive process

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (3)

On the spectral analysis of second-order Markov chains ⋮ Second order optimal sequential discrimination between Markov chains ⋮ Approach to expressing the second moment with a class of stochas- tic completion time

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