Estimation of transition matrices for Markov processes in equilibrium

DOI10.1080/03461238.1978.10432020MaRDI QIDQ4167944zbMATH OpenOpenAlexFDO

Authors Hanne Dalgas Christiansen

Publication date 1978

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461238.1978.10432020

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05)

Cites work

• A central limit theorem for finite semigroups and its application to the imbedding problem for finite state Markov chains
• Choice of initial states in estimating transition probabilities of a finite ergodic Markov chain
• scientific article; zbMATH DE number 3312228 (Why is no real title available?)
• scientific article; zbMATH DE number 3088599 (Why is no real title available?)
• Some Results on the Imbedding Problem for Finite Markov Chains
• Statistical Inference about Markov Chains

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