Cited in
(only showing first 100 items - show all)- 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
- Exact significance test for Markov order
- Consistency of Maximum Likelihood Estimators for Multiparameter Markov Chains
- 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
- A point on discrete versus continuous state-space Markov chains
- 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
- How do investor preferences on ESG score influence portfolio management? A Markov model for simulating risk-return expectations
- 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
- State-space size considerations for disease-progression models
- 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
- Statistical analysis of parsimonious high-order multivariate finite Markov chains based on sufficient statistics
- Constrained Markov order surrogates
- Statistical analysis of multivariate binary time series based on a neural network model
- 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
- A toolbox for refined information-theoretic analyses
- 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
- Minimax learning of ergodic Markov chains
- Estimation of service value parameters for a queue with unobserved balking
- 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
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