Consistency of Maximum Likelihood Parameter Estimation for Bivariate Markov Chains

DOI10.1080/15326349.2013.750534MaRDI QIDQ4929148zbMATH OpenOpenAlexFDO

Authors Yariv Ephraim, Brian L. Mark

Publication date 13 June 2013

Published in Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326349.2013.750534

zbMATH Keywords

bivariate Markov chainconsistencymaximum likelihood

Mathematics Subject Classification ID

Statistics (62-XX) Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

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Cited in

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• An EM algorithm for continuous-time bivariate Markov chains

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