Estimation of a Stationary Markov Chain
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Publication:4836993
DOI10.2307/2291155zbMath0818.62072OpenAlexW4241796792MaRDI QIDQ4836993
L. Billard, Mohammad R. Meshkani
Publication date: 1995
Full work available at URL: https://doi.org/10.2307/2291155
transition probability matrixMonte Carlo studylimiting distributionempirical Bayes estimationstationary Markov chainnatural conjugate priorsdistribution of the frequency count matrixWhittle distributions
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Empirical decision procedures; empirical Bayes procedures (62C12)
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