Statistical Inference about Markov Chains

DOI10.1214/aoms/1177707039zbMath0087.14905WikidataQ100598237 ScholiaQ100598237MaRDI QIDQ3258226

Publication date: 1957

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177707039

zbMATH Keywords

statistics

Related Items

A bayesian method in determining the order of a finite state markov chain, Stochastic Algorithms for Markov Models Estimation with Intermittent Missing Data, Empirical Estimator of Stationary Distribution for Semi-Markov Processes, Markov chain models for multivariate repeated binary data analysis, Discriminating between sequences of bernoulli and markov-bernoulli trials, A two-state markov model, Closure–state specification for markov–process models with incomplete micro data, Entry and exit in markov-process models estimated from macro data, with applications to shifts between advertising media, A Markov chain model used in analyzing disease history applied to a stroke study, A Mixed Mover–Stayer Model for Spatiotemporal Two‐State Processes, Estimation of the Entropy Rate of a Countable Markov Chain, An inhomogeneous semi-Markov model for the term structure of credit risk spreads, Semi‐Markov processes and mobility†, Critique of probabilistic models: Application of the Semi‐Markov model to migration, Incorporating causal structure and exogenous information with probabilistic models: With special reference to choice, gravity, migration, and Markov chains, Optimale Reservepolitik als Markoffscher Entscheidungsproze\, Csiszar's \(\varphi\)-divergence for testing the order in a Markov chain., Applications of an algorithm for the distribution of the number of successes in fourth-order Markovian sequences., Nonparametric estimation of reliability and survival function for continuous-time finite Markov processes, Simple statistical methods for scalogram analysis, Least squares estimation in finite Markov processes, Distinguishing between stochastic models of heterogeneity and contagion, The least squares estimation of the transition probabilities of binary processes on the basis of sample paths, Statistical concepts in philosophy of science, To split or not to split the US ninth circuit court of appeals: a simple statistical argument, counterargument, and critique, Quadratic stochastic intensity and prospective mortality tables, Optimal pattern recognition procedures and their application, On comparing survival probabilities from discrete observations under unequal censoring, Asymptotic power comparison of the chi-square and likelihood ratio tests, Inference from censored Markov chains with applications to multiwave panel data, Estimating malaria incidence and recovery rates from panel surveys, Holdings of financial assets: a Markov chain analysis, Aspects of non-stationarity, Information networks: A probabilistic model for hierarchical message transfer, On tests of independence for \(r\times c\) Markovian contingency tables, Inference for a binary lattice Markov process, A piecewise transition model for analyzing multistate life history data, Estimation of unobserved counts from partially observed multinomial distributions, Testing lumpability in Markov chains., Markovian start-up demonstration tests with rejection of units upon observing \(d\) failures., Markov chain test for time dependence and homogeneity: An analytical and empirical evaluation, Analytical extensions on a stochastic description of cyclonic precipitation fields in time and space, An algorithm to compute the probability of a run in binary fourth-order Markovian trials., Exact inference on stratified two-stage Markov chain models., Testing the order of discrete Markov chains using surrogate data, Predicting protein secondary structure based on Bayesian classification procedures on Markovian chains, An EM algorithm for platoon arrival processes in discrete time, Fitting timeseries by continuous-time Markov chains: a quadratic programming approach, Choice behavior and reward structure, Theorems for a finite sequence from a two-state, first-order Markov chain with stationary transition probabilities, Paired-associate learning with short-term retention: Mathematical analysis and data regarding identification of parameters, Linked probabilistic finite automata: A model for the temporal interaction of speakers, Über ein N-elementiges Modell der Reiz-Stichproben-Theorie mit stetigem Zeitparameter und zwei Antwortklassen, Application of a model to paired-associate learning, Recent developments in consumer credit risk assessment, Structural models in consumer credit, Least-squares estimation of transition probabilities from aggregate data, Calibration as estimation, Non‐homogeneity and transition probabilities of a Markov chain, ML, PL, QL in Markov Chain Models, Development of Specific hypothesis tests for estimated markov chains, Likelihood ratio test for testing order of continuous time finite markov chains, Inférence statistique dans les processus stochastiques: Aperçu historique, Estimation of transition probabilities in a two-state markov chain, A structural model of the higher‐order Markov process incorporating reversion effects, The structure of indices of social mobility and inheritance, Markov Teams ? An analytical approach to process migration in distributed computing systems, Markov models of occupational mobility: Theoretical development and empirical support. Part 2: Continuously operative job systems, Schätzfehler bei Markov-Ketten, Estimation of transition matrices for Markov processes in equilibrium, Statistical inference in mathematical and computational linguistics, Estimating Markov transition matrices using uncertain observed states