Estimation in Reversible Markov Chains
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Publication:3160913
DOI10.1198/tast.2010.09083zbMath1198.62077OpenAlexW1983632287MaRDI QIDQ3160913
Peter C. Kiessler, Tara L. Steuber, David H. Annis, Robert B. Lund
Publication date: 11 October 2010
Published in: The American Statistician (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/tast.2010.09083
Markov processes: estimation; hidden Markov models (62M05) Continuous-time Markov processes on discrete state spaces (60J27)
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Fitting a reversible Markov chain by maximum likelihood: converting an awkwardly constrained optimization problem to an unconstrained one ⋮ TESTING FOR REVERSIBILITY IN MARKOV CHAIN DATA ⋮ Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective
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