Estimation in the Markov random walk scheme
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Publication:1185594
DOI10.1007/BF01095360zbMath0741.62079MaRDI QIDQ1185594
Ya. P. Lumel'skii, V. V. Chichagov
Publication date: 28 June 1992
Published in: Journal of Soviet Mathematics (Search for Journal in Brave)
uniqueness; unbiased estimators; stopping boundary; completeness conditions for Markov random walk plans; unknown transition probability matrix
62M05: Markov processes: estimation; hidden Markov models
60G50: Sums of independent random variables; random walks
Cites Work