Statistical Methods in Markov Chains

Cited In (only showing first 100 items - show all)

Statistical methodology for assessing homology of intronic regions of genes
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On asymptotically optimal tests
Markov chain Monte Carlo test of toric homogeneous Markov chains
Comparative construction of plug-in estimators of the entropy rate of two-state Markov chains
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
Assessing the multivariate normal approximation of the maximum likelihood estimator from high-dimensional, heterogeneous data
Non-causality in bivariate binary time series
Graph-combinatorial approach for large deviations of Markov chains
Asymptotic bootstrap validity for finite markov chains
Testing composite hypotheses about discrete ergodic processes
An extended likelihood framework for modelling discretely observed credit rating transitions
Goodness-of-fit tests for stationary distributions of Markov chains based on Rao's divergence
Time operator of Markov chains and mixing times. Applications to financial data
Testing the order of discrete Markov chains using surrogate data
On tests for Markov dependence
Multivariate normal approximation of the maximum likelihood estimator via the delta method
Maximum likelihood estimation for generalized semi-Markov processes
Estimating models based on Markov jump processes given fragmented observation series
Nonexistence of complete sufficient statistics for stationary k-state Markov chains, \(k\geq 3\)
ASYMPTOTIC PROPERTIES FOR MAXIMUM LIKELIHOOD ESTIMATORS FOR RELIABILITY AND FAILURE RATES OF MARKOV CHAINS
Estimation of the intensity of the hitting time for semi-Markov chains and hidden Markov renewal chains
Robustness to Approximations and Model Learning in MDPs and POMDPs
Variance reduction of estimators arising from Metropolis-Hastings algorithms
Detecting change-points in Markov chains
On the limiting distributions in Markov renewal processes with finitely many states
Estimation of the Entropy Rate of a Countable Markov Chain
Extremal financial risk models and portfolio evaluation
Computational mechanics of input-output processes: structured transformations and the \(\epsilon\)-transducer
ON LIKELIHOOD ESTIMATION FOR DISCRETELY OBSERVED MARKOV JUMP PROCESSES
Statistical estimation of parameters for binary conditionally nonlinear autoregressive time series
Fluctuation spectroscopy
TESTING FOR REVERSIBILITY IN MARKOV CHAIN DATA
The price leadership share: a new measure of price discovery in financial markets
Testing the order of Markov dependence in DNA sequences
Uniform accuracy of the maximum likelihood estimates for probabilistic models of biological sequences
Variance estimation in the central limit theorem for Markov chains
Optimum statistical inference from randomly stopped random processes
The use of context in pattern recognition
Estimation of the transition distributions of a Markov renewal process
Bayesian clustering for continuous‐time hidden Markov models
Estimation in the Markov random walk scheme
Statistical inference for Markov chains with applications to credit risk
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
Inference about stationary distributions of Markov chains based on divergences with observed frequencies.
Testing stationary distributions of Markov chains based on Rao's divergence
Cellular automaton modeling of epidemics
Persistence of variances for stochastic, discrete-time, population growt h models
ML, PL, QL in Markov Chain Models
The eigenvalues of the empirical transition matrix of a Markov chain
A copula-based Markov chain model for the analysis of binary longitudinal data
Robust MIPA array processors with bivariate and Markov dependence
Exact inference on stratified two-stage Markov chain models.
Exact goodness-of-fit tests for Markov chains
Consistency of Maximum Likelihood Estimators for Multiparameter Markov Chains
Closure–state specification for markov–process models with incomplete micro data
Random Walks on Simplicial Complexes and the Normalized Hodge 1-Laplacian
Certain boundary functionals for Markov random walks
A latent time–budget model
On likelihood estimation for a discretely observed jump process
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
A reverse Aldous-Broder algorithm
Robustness to Incorrect System Models in Stochastic Control
Fitting a stochastic model of intensive care occupancy to noisy hospitalization time series during the COVID-19 pandemic
Detection and Diagnosis of Distribution Changes of Degree Ratio in Complex Networks
Classifying Speech Sonority Functional Data using a Projected Kolmogorov–Smirnov Approach
Semibinomial conditionally nonlinear autoregressive models of discrete random sequences: probabilistic properties and statistical parameter estimation
A lower bound on the quantum capacity of channels with correlated errors
Constrained Markov order surrogates
Statistical inference in mathematical and computational linguistics
Robust parametric inference for finite Markov chains
Bivariate transition model for analysing ordinal and nominal categorical responses: an application to the Labour Force Survey data
Novel advancements in the Markov chain stock model: analysis and inference
A quantum-mechanical derivation of the multivariate central limit theorem for Markov chains
Testing hypothesis on transition distributions of a Markov sequence
Markov chain order estimation based on the chi‐square divergence
On a periodic SETINAR model
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
Data-driven model-based detection of malicious insiders via physical access logs
Online change detection of Markov chains with unknown post-change transition probabilities
Some statistical inferences on O-U processes
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Estimating Markov transition matrices using uncertain observed states
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
Testing a markov chain for independence
Integer-valued autoregressive models based on quasi Pólya thinning operator
Robust estimation for binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies
Development of Specific hypothesis tests for estimated markov chains
Central limit theorem for the estimator of the value of an optimal stopping problem
UNCERTAINTY VISUALIZATION FOR CHARACTERIZING HETEROGENEOUS HUMAN BEHAVIORS IN DISCRETE DYNAMICAL SYSTEM MODELS
Statistical estimation of ergodic Markov chain kernel over discrete state space
Estimation of Parameters in a Particular Finite Capacity Priority Queueing Model
Informational models and their uses

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