Estimation of a Stationary Markov Chain (Q4836993)
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scientific article; zbMATH DE number 766677
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimation of a Stationary Markov Chain |
scientific article; zbMATH DE number 766677 |
Statements
1995
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Monte Carlo study
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empirical Bayes estimation
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transition probability matrix
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stationary Markov chain
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distribution of the frequency count matrix
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Whittle distributions
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natural conjugate priors
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limiting distribution
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Estimation of a Stationary Markov Chain (English)
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0.9101611971855164
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0.8801797032356262
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0.8536918759346008
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0.8376951813697815
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