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Estimating a Markov Transition Matrix from Observational Data

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Publication:4834265
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DOI10.1057/jors.1995.55zbMath0817.62072OpenAlexW2089834667MaRDI QIDQ4834265

Chris Sherlaw-Johnson, Jim Burridge, Steve Gallivan

Publication date: 2 July 1995

Published in: Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1057/jors.1995.55


zbMATH Keywords

EM algorithmMarkov chaintransition matrixmaximum likelihood estimate


Mathematics Subject Classification ID

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


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