Statistical Methods in Markov Chains
From MaRDI portal
Publication:3288490
DOI10.1214/aoms/1177705136zbMath0104.12802OpenAlexW2087686387WikidataQ107718828 ScholiaQ107718828MaRDI QIDQ3288490
Publication date: 1961
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177705136
Related Items (only showing first 100 items - show all)
Markov chain Monte Carlo test of toric homogeneous Markov chains ⋮ A stationarity test on Markov chain models based on marginal distribution ⋮ Optimum statistical inference from randomly stopped random processes ⋮ Robust parametric inference for finite Markov chains ⋮ A quantum-mechanical derivation of the multivariate central limit theorem for Markov chains ⋮ Analysing grouping of nucleotides in DNA sequences using lumped processes constructed from Markov chains ⋮ Non-causality in bivariate binary time series ⋮ Assessing the multivariate normal approximation of the maximum likelihood estimator from high-dimensional, heterogeneous data ⋮ An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns ⋮ Discrete-valued ARMA processes ⋮ Graph-combinatorial approach for large deviations of Markov chains ⋮ A copula-based Markov chain model for the analysis of binary longitudinal data ⋮ Robust MIPA array processors with bivariate and Markov dependence ⋮ Central limit theorem for the estimator of the value of an optimal stopping problem ⋮ Development of Specific hypothesis tests for estimated markov chains ⋮ The eigenvalues of the empirical transition matrix of a Markov chain ⋮ Informational models and their uses ⋮ Maximum likelihood estimation for generalized semi-Markov processes ⋮ Testing a markov chain for independence ⋮ A lower bound on the quantum capacity of channels with correlated errors ⋮ Fingerprinting and Reconstruction of Functionals of Discrete Time Markov Chains ⋮ Novel advancements in the Markov chain stock model: analysis and inference ⋮ Multivariate normal approximation of the maximum likelihood estimator via the delta method ⋮ Bounds for the normal approximation of the maximum likelihood estimator from \(m\)-dependent random variables ⋮ Computational mechanics of input-output processes: structured transformations and the \(\epsilon\)-transducer ⋮ Testing composite hypotheses about discrete ergodic processes ⋮ Robustness to Incorrect System Models in Stochastic Control ⋮ Inférence statistique dans les processus stochastiques: Aperçu historique ⋮ Random Walks on Simplicial Complexes and the Normalized Hodge 1-Laplacian ⋮ Testing the order of Markov dependence in DNA sequences ⋮ Uniform accuracy of the maximum likelihood estimates for probabilistic models of biological sequences ⋮ Closure–state specification for markov–process models with incomplete micro data ⋮ Nonexistence of complete sufficient statistics for stationary k-state Markov chains, \(k\geq 3\) ⋮ Classifying Speech Sonority Functional Data using a Projected Kolmogorov–Smirnov Approach ⋮ Bivariate transition model for analysing ordinal and nominal categorical responses: an application to the Labour Force Survey data ⋮ Statistical estimation of ergodic Markov chain kernel over discrete state space ⋮ A Bayesian approach for analysing longitudinal nominal outcomes using random coefficients transitional generalized logit model: an application to the labour force survey data ⋮ Exact inference on stratified two-stage Markov chain models. ⋮ Unnamed Item ⋮ Cellular automaton modeling of epidemics ⋮ Exact significance test for Markov order ⋮ Testing the order of discrete Markov chains using surrogate data ⋮ Estimation of Parameters in a Particular Finite Capacity Priority Queueing Model ⋮ An extended likelihood framework for modelling discretely observed credit rating transitions ⋮ Statistical inference for Markov chains with applications to credit risk ⋮ Estimation in the Markov random walk scheme ⋮ Consistency of Maximum Likelihood Estimators for Multiparameter Markov Chains ⋮ TESTING FOR REVERSIBILITY IN MARKOV CHAIN DATA ⋮ Estimation in hidden Markov models via efficient importance sampling ⋮ Robustness to Approximations and Model Learning in MDPs and POMDPs ⋮ Testing hypothesis on transition distributions of a Markov sequence ⋮ Semibinomial conditionally nonlinear autoregressive models of discrete random sequences: probabilistic properties and statistical parameter estimation ⋮ An Appraisal of Methods for the Analysis of Longitudinal Ordinal Response Data with Random Dropout Using a Nonhomogeneous Markov Model ⋮ On asymptotically optimal tests ⋮ Markov chain order estimation based on the chi‐square divergence ⋮ Nonparametric estimation of reliability and survival function for continuous-time finite Markov processes ⋮ ON LIKELIHOOD ESTIMATION FOR DISCRETELY OBSERVED MARKOV JUMP PROCESSES ⋮ A latent time–budget model ⋮ A \(\chi^2\) goodness-of-fit test for Markov renewal processes ⋮ On tests of independence for \(r\times c\) Markovian contingency tables ⋮ Estimation of the Entropy Rate of a Countable Markov Chain ⋮ The price leadership share: a new measure of price discovery in financial markets ⋮ Goodness of fit test for higher order binary Markov chain models ⋮ Time operator of Markov chains and mixing times. Applications to financial data ⋮ ML, PL, QL in Markov Chain Models ⋮ Statistical estimation of parameters for binary conditionally nonlinear autoregressive time series ⋮ Some statistical inferences on O-U processes ⋮ The use of context in pattern recognition ⋮ A reverse Aldous-Broder algorithm ⋮ Online change detection of Markov chains with unknown post-change transition probabilities ⋮ On tests for Markov dependence ⋮ Certain boundary functionals for Markov random walks ⋮ Extremal financial risk models and portfolio evaluation ⋮ Robust estimation for binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies ⋮ Экономные модели цепей Маркова высокого порядка для оценивания криптографических генераторов ⋮ Variance reduction of estimators arising from Metropolis-Hastings algorithms ⋮ ASYMPTOTIC PROPERTIES FOR MAXIMUM LIKELIHOOD ESTIMATORS FOR RELIABILITY AND FAILURE RATES OF MARKOV CHAINS ⋮ Testing stationary distributions of Markov chains based on Rao's divergence ⋮ Inference of Markov models from trajectories via large deviations at level 2.5 with applications to random walks in disordered media ⋮ Variance estimation in the central limit theorem for Markov chains ⋮ On the limiting distributions in Markov renewal processes with finitely many states ⋮ Statistical inference in mathematical and computational linguistics ⋮ Detecting change-points in Markov chains ⋮ Estimation of the transition distributions of a Markov renewal process ⋮ Comparative construction of plug-in estimators of the entropy rate of two-state Markov chains ⋮ Persistence of variances for stochastic, discrete-time, population growt h models ⋮ Wasserstein distance error bounds for the multivariate normal approximation of the maximum likelihood estimator ⋮ Goodness-of-fit tests for stationary distributions of Markov chains based on Rao's divergence ⋮ Exact Goodness‐of‐Fit Tests for Markov Chains ⋮ Statistical methodology for assessing homology of intronic regions of genes ⋮ The combined Poisson INMA\((q)\) models for time series of counts ⋮ Estimation of the intensity of the hitting time for semi-Markov chains and hidden Markov renewal chains ⋮ Asymptotic bootstrap validity for finite markov chains ⋮ Unnamed Item ⋮ Some Results on the Information Theoretic Analysis of Cryptosystems ⋮ Estimating Markov transition matrices using uncertain observed states ⋮ Detection and Diagnosis of Distribution Changes of Degree Ratio in Complex Networks ⋮ Fluctuation spectroscopy ⋮ Constrained Markov order surrogates ⋮ On likelihood estimation for a discretely observed jump process
This page was built for publication: Statistical Methods in Markov Chains