Estimating a Markov Transition Matrix from Observational Data (Q4834265): Difference between revisions

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Latest revision as of 01:03, 20 March 2024

scientific article; zbMATH DE number 758438
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English
Estimating a Markov Transition Matrix from Observational Data
scientific article; zbMATH DE number 758438

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    Estimating a Markov Transition Matrix from Observational Data (English)
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    2 July 1995
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    Markov chain
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    transition matrix
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    maximum likelihood estimate
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    EM algorithm
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