An Approximate Test of Markov Chain Lumpability

DOI10.2307/2286933MaRDI QIDQ4115950zbMATH OpenOpenAlexFDO

Authors Marlin U. Thomas, D. R. Barr

Publication date 1977

Full work available at URL https://doi.org/10.2307/2286933

Mathematics Subject Classification ID

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

Cited in

(7)

• Estimating equilibrium probabilities for band diagonal Markov chains using aggregation and disaggregation techniques
• Testing lumpability in Markov chains.
• Markov chain lumpability and applications to credit risk modelling in compliance with the International Financial Reporting Standard 9 framework
• Analysing grouping of nucleotides in DNA sequences using lumped processes constructed from Markov chains
• On the statistical analysis of grouped markov chains
• Testing lumpability for marginal discrete hidden Markov models
• State-space size considerations for disease-progression models

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