When transition count for a Markov chain is a complete sufficient statistic

DOI10.1016/J.SPL.2005.09.010MaRDI QIDQ2493795zbMATH OpenOpenAlexFDO

Authors Adam Paszkiewicz

Publication date 16 June 2006

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2005.09.010

zbMATH Keywords

complete statisticMarkov chainrandom transition count

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Sufficient statistics and fields (62B05)

Recommendations

• Complete sufficient statistics for Markov chains
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Cites work

• Admissible Run-Contingency Type Tests for Independence and Markov Dependence
• scientific article; zbMATH DE number 3984308 (Why is no real title available?)
• Nonexistence of complete sufficient statistics for stationary k-state Markov chains, k 3
• On Completeness of Random Transition Count for Markov Chains
• On tests for Markov dependence

Cited in

(5)

• A complete sufficient statistic for finite-state Markov processes with application to source coding
• Complete sufficient statistics for Markov chains
• On completeness of random transition counts for Markov chains. II
• On Completeness of Random Transition Count for Markov Chains
• On the completeness of Markovian plans of discrete-time random walks with sparse matrix of transition probabilities

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