Estimation of the mean of some stationary markov sequences

DOI10.1080/03610929208830768zbMATH Open0800.62510OpenAlexW2080352098MaRDI QIDQ3135570FDOQ3135570

Authors:

Publication date: 11 October 1993

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929208830768

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Sequential estimation (62L12)

Cites Work

• On conditional least squares estimation for stochastic processes
• Title not available (Why is that?)
• Simulation of weibull and gamma autoregressive stationary process
• First-order autoregressive gamma sequences and point processes
• An exponential Markovian stationary process
• On Sequential Maximum Likelihood Estimation for Exponential Families of Stochastic Processes
• A new autoregressive time series model in exponential variables (NEAR(1))
• Non-negative time series models for dry river flow
• Nonlinear nonnegative ar(1) processes

Cited In (4)

• Random coefficient minification processes
• Estimation of parameters and the mean life of a mixed failure time distribution
• Estimation for the semipareto processes
• Parameter Estimation in Minification Processes

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