Estimating a Markov Transition Matrix from Observational Data

DOI10.1057/JORS.1995.55MaRDI QIDQ4834265zbMATH OpenOpenAlexFDO

Authors Chris Sherlaw-Johnson, J. Burridge, S. Gallivan

Publication date 2 July 1995

Published in The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1057/jors.1995.55

zbMATH Keywords

EM algorithmMarkov chainmaximum likelihood estimatetransition matrix

Mathematics Subject Classification ID

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

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