Statistical Methods in Markov Chains

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Inférence statistique dans les processus stochastiques: Aperçu historique
Closure–state specification for markov–process models with incomplete micro data
On the power of tests of multidimensional discrete uniformity used for statistical analysis of random number generators
Price predictability at ultra-high frequency: entropy-based randomness test
Certain boundary functionals for Markov random walks
Robustness to approximations and model learning in MDPs and POMDPs
Goodness of fit test for higher order binary Markov chain models
On likelihood estimation for a discretely observed jump process
A latent time–budget model
Bounds for the normal approximation of the maximum likelihood estimator from \(m\)-dependent random variables
A \(\chi^2\) goodness-of-fit test for Markov renewal processes
On tests of independence for \(r\times c\) Markovian contingency tables
On the approximation of high-order binary Markov chains by parsimonious models
A reverse Aldous-Broder algorithm
Robust and efficient estimation in the parametric proportional hazards model under random censoring
Improved estimation of relaxation time in nonreversible Markov chains
Fitting a stochastic model of intensive care occupancy to noisy hospitalization time series during the COVID-19 pandemic
Statistical methodology for assessing homology of intronic regions of genes
Semibinomial conditionally nonlinear autoregressive models of discrete random sequences: probabilistic properties and statistical parameter estimation
Markov chain Monte Carlo test of toric homogeneous Markov chains
scientific article; zbMATH DE number 1208124 (Why is no real title available?)
On asymptotically optimal tests
Comparative construction of plug-in estimators of the entropy rate of two-state Markov chains
A lower bound on the quantum capacity of channels with correlated errors
Constrained Markov order surrogates
The combined Poisson INMA\((q)\) models for time series of counts
Nonparametric estimation of reliability and survival function for continuous-time finite Markov processes
Discrete-valued ARMA processes
Robust parametric inference for finite Markov chains
Statistical inference in mathematical and computational linguistics
Assessing the multivariate normal approximation of the maximum likelihood estimator from high-dimensional, heterogeneous data
Random walks on simplicial complexes and the normalized Hodge 1-Laplacian
A quantum-mechanical derivation of the multivariate central limit theorem for Markov chains
Testing hypothesis on transition distributions of a Markov sequence
Non-causality in bivariate binary time series
Novel advancements in the Markov chain stock model: analysis and inference
Fingerprinting and reconstruction of functionals of discrete time Markov chains
Graph-combinatorial approach for large deviations of Markov chains
On a periodic SETINAR model
Asymptotic bootstrap validity for finite markov chains
Estimation in hidden Markov models via efficient importance sampling
A Bayesian approach for analysing longitudinal nominal outcomes using random coefficients transitional generalized logit model: an application to the labour force survey data
Online change detection of Markov chains with unknown post-change transition probabilities
Goodness-of-fit tests for stationary distributions of Markov chains based on Rao's divergence
Testing composite hypotheses about discrete ergodic processes
Some results on the information theoretic analysis of cryptosystems
Time operator of Markov chains and mixing times. Applications to financial data
Testing the order of discrete Markov chains using surrogate data
Some statistical inferences on O-U processes
Data-driven model-based detection of malicious insiders via physical access logs
An extended likelihood framework for modelling discretely observed credit rating transitions
Robustness to incorrect system models in stochastic control
Estimating Markov transition matrices using uncertain observed states
Multivariate normal approximation of the maximum likelihood estimator via the delta method
On tests for Markov dependence
An appraisal of methods for the analysis of longitudinal ordinal response data with random dropout using a nonhomogeneous Markov model
Analysing grouping of nucleotides in DNA sequences using lumped processes constructed from Markov chains
Detection and diagnosis of distribution changes of degree ratio in complex networks
Maximum likelihood estimation for generalized semi-Markov processes
Nonexistence of complete sufficient statistics for stationary k-state Markov chains, k 3
Estimating models based on Markov jump processes given fragmented observation series
ASYMPTOTIC PROPERTIES FOR MAXIMUM LIKELIHOOD ESTIMATORS FOR RELIABILITY AND FAILURE RATES OF MARKOV CHAINS
Variance reduction of estimators arising from Metropolis-Hastings algorithms
Detecting change-points in Markov chains
Estimation of the intensity of the hitting time for semi-Markov chains and hidden Markov renewal chains
Extremal financial risk models and portfolio evaluation
On the limiting distributions in Markov renewal processes with finitely many states
Classifying speech sonority functional data using a projected Kolmogorov-Smirnov approach
Estimation of the Entropy Rate of a Countable Markov Chain
Computational mechanics of input-output processes: structured transformations and the \(\epsilon\)-transducer
Statistical estimation of parameters for binary conditionally nonlinear autoregressive time series
Testing a markov chain for independence
Robust estimation for binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies
ON LIKELIHOOD ESTIMATION FOR DISCRETELY OBSERVED MARKOV JUMP PROCESSES
Fluctuation spectroscopy
Integer-valued autoregressive models based on quasi Pólya thinning operator
Testing the order of Markov dependence in DNA sequences
Uniform accuracy of the maximum likelihood estimates for probabilistic models of biological sequences
The price leadership share: a new measure of price discovery in financial markets
Central limit theorem for the estimator of the value of an optimal stopping problem
Development of Specific hypothesis tests for estimated markov chains
TESTING FOR REVERSIBILITY IN MARKOV CHAIN DATA
Statistical estimation of ergodic Markov chain kernel over discrete state space
Variance estimation in the central limit theorem for Markov chains
Optimum statistical inference from randomly stopped random processes
UNCERTAINTY VISUALIZATION FOR CHARACTERIZING HETEROGENEOUS HUMAN BEHAVIORS IN DISCRETE DYNAMICAL SYSTEM MODELS
The use of context in pattern recognition
Markov chain order estimation based on the chi-square divergence
Informational models and their uses
Estimation of Parameters in a Particular Finite Capacity Priority Queueing Model
Estimation of the transition distributions of a Markov renewal process
Estimation in the Markov random walk scheme
Bivariate transition model for analysing ordinal and nominal categorical responses: an application to the labour force survey data
Bayesian clustering for continuous‐time hidden Markov models
Statistical inference for Markov chains with applications to credit risk
Экономные модели цепей Маркова высокого порядка для оценивания криптографических генераторов
Inference of Markov models from trajectories via large deviations at level 2.5 with applications to random walks in disordered media
An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns
A stationarity test on Markov chain models based on marginal distribution
Testing stationary distributions of Markov chains based on Rao's divergence

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