Estimation of the mean of some stationary markov sequences

DOI10.1080/03610929208830768MaRDI QIDQ3135570zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 3826980 (Why is no real title available?)
• A new autoregressive time series model in exponential variables (NEAR(1))
• An exponential Markovian stationary process
• First-order autoregressive gamma sequences and point processes
• Non-negative time series models for dry river flow
• Nonlinear nonnegative ar(1) processes
• On Sequential Maximum Likelihood Estimation for Exponential Families of Stochastic Processes
• On conditional least squares estimation for stochastic processes
• Simulation of weibull and gamma autoregressive stationary process

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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