Bayesian analysis for finite Markov chains

DOI10.1016/S0378-3758(98)00104-9MaRDI QIDQ1125535zbMATH OpenOpenAlexFDO

Authors S. H. Smith

Publication date 13 August 2000

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-3758(98)00104-9

zbMATH Keywords

transition probabilities

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Markov processes: hypothesis testing (62M02) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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Cites work

• scientific article; zbMATH DE number 3115443 (Why is no real title available?)
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• An Exact McNemar Test for Paired Binary Markov Chains
• Asymptotic inference for stochastic processes
• Asymptotic optimal inference for non-ergodic models
• Statistical decision theory and Bayesian analysis. 2nd ed

Cited in

(15)

• Bayes and minimax estimation of parameters of Markov transition matrix
• BAYESIAN DETECTION AND ANALYSIS OF CHANGING TRANSITION MATRICES OF STATIONARY MARKOV CHAINS
• A Bayesian approach for the estimation of probability distributions under finite sample space
• Regression analysis in Markov chain
• Empirical Bayes analysis of log-linear models for a generalized finite stationary Markov chain
• Approximate Bayesian estimation of reliability for multistate Markov chain
• A Bayesian Model for Markov Chains via Jeffrey's Prior
• A Bayesian estimation of the probability of eruption patterns of the Mexican volcano Volcán de Colima
• Bayesian analysis for reversible Markov chains
• Exact Inference for Continuous Time Markov Chain Models
• scientific article; zbMATH DE number 5770656 (Why is no real title available?)
• A Bayesian model for binary Markov chains
• Bayesian analysis of elapsed times in continuous‐time Markov chains
• Empirical Bayes estimators for a finite Markov chain
• scientific article; zbMATH DE number 3913492 (Why is no real title available?)

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