Unbiased estimation of the matrix of transition probabilities of a homogeneous Markov chain by a sufficient estimator

DOI10.1023/A:1009506229705zbMath0977.62094OpenAlexW264355227MaRDI QIDQ5942248

V. V. Chichagov

Publication date: 28 August 2001

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1009506229705

zbMATH Keywords

stopping rulefirst-passage Markov planhomogeneous Markov chainrandom-walktransition probabilities

Mathematics Subject Classification ID

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

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