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Least squares estimation in finite Markov processes

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Publication:771081
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DOI10.1007/BF02289825zbMath0086.35402MaRDI QIDQ771081

Albert Madansky

Publication date: 1959

Published in: Psychometrika (Search for Journal in Brave)


zbMATH Keywords

statistics



Related Items

Development of Specific hypothesis tests for estimated markov chains, Inférence statistique dans les processus stochastiques: Aperçu historique, ESTIMATION OF TRANSITION PROBABILITIES IN A NONSTATIONARY FINITE MARKOV CHAIN, Identification and estimation of dynamic models with a time series of repeated cross-sections, On inference from Markov chain macro-data using transforms, Least-squares estimation of transition probabilities from aggregate data, More on least squares estimation of the transition matrix in a stationary first-order Markov process from sample proportions data, Statistical inference in nonstationary markov models with embedded explanatory variables, The least squares estimation of the transition probabilities of binary processes on the basis of sample paths, Estimation for aggregate models: The aggregate Markov chain



Cites Work

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  • Finite Markov processes in psychology
  • Note on Miller's Finite Markov processes in psychology
  • Statistical Inference about Markov Chains
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