Tracking of transition rates in Markov processes (Q1187146)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tracking of transition rates in Markov processes |
scientific article |
Statements
Tracking of transition rates in Markov processes (English)
0 references
28 June 1992
0 references
Exponential discounting is used to modify the maximum likelihood estimate of the (time-varying) transition rates of a finite state Markov chain. Asymptotic distributions as well as other asymptotic properties as the discounting approaches zero are given.
0 references
Exponential discounting
0 references
maximum likelihood estimate
0 references
Markov chain
0 references
