ESTIMATION OF TRANSITION PROBABILITIES IN A NONSTATIONARY FINITE MARKOV CHAIN

DOI10.1111/J.1467-999X.1972.TB00191.XzbMath0265.62031OpenAlexW2165566661MaRDI QIDQ5681437

George G. Judge, Tsoung Chao Lee

Publication date: 1972

Published in: Metroeconomica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-999x.1972.tb00191.x

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cites Work

• Least squares estimation in finite Markov processes
• Finite Markov processes in psychology
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