Bayesian analysis for finite Markov chains

DOI10.1016/S0378-3758(98)00104-9zbMATH Open0941.62089OpenAlexW2081132130MaRDI QIDQ1125535FDOQ1125535

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

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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)

Cites Work

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• Statistical decision theory and Bayesian analysis. 2nd ed
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• Asymptotic optimal inference for non-ergodic models
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• Asymptotic inference for stochastic processes
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• An Exact McNemar Test for Paired Binary Markov Chains

Cited In (15)

• Empirical Bayes estimators for a finite Markov chain
• Bayesian analysis of elapsed times in continuous‐time Markov chains
• Regression analysis in Markov chain
• Approximate Bayesian estimation of reliability for multistate Markov chain
• BAYESIAN DETECTION AND ANALYSIS OF CHANGING TRANSITION MATRICES OF STATIONARY MARKOV CHAINS
• A Bayesian estimation of the probability of eruption patterns of the Mexican volcano Volcán de Colima
• Bayesian analysis for reversible Markov chains
• Title not available (Why is that?)
• A Bayesian approach for the estimation of probability distributions under finite sample space
• Title not available (Why is that?)
• Exact Inference for Continuous Time Markov Chain Models
• Bayes and minimax estimation of parameters of Markov transition matrix
• A Bayesian Model for Markov Chains via Jeffrey's Prior
• Empirical Bayes analysis of log-linear models for a generalized finite stationary Markov chain
• A Bayesian model for binary Markov chains

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