Statistical Methods in Markov Chains

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Variance estimation in the central limit theorem for Markov chains
Estimation of the intensity of the hitting time for semi-Markov chains and hidden Markov renewal chains
A copula-based Markov chain model for the analysis of binary longitudinal data
A \(\chi^2\) goodness-of-fit test for Markov renewal processes
scientific article; zbMATH DE number 1208124 (Why is no real title available?)
On tests of independence for \(r\times c\) Markovian contingency tables
On the limiting distributions in Markov renewal processes with finitely many states
Asymptotic bootstrap validity for finite markov chains
Testing the order of Markov dependence in DNA sequences
Uniform accuracy of the maximum likelihood estimates for probabilistic models of biological sequences
Comparative construction of plug-in estimators of the entropy rate of two-state Markov chains
A stationarity test on Markov chain models based on marginal distribution
Estimation of the Entropy Rate of a Countable Markov Chain
Closure–state specification for markov–process models with incomplete micro data
Non-causality in bivariate binary time series
Cellular automaton modeling of epidemics
ML, PL, QL in Markov Chain Models
Optimum statistical inference from randomly stopped random processes
On asymptotically optimal tests
Markov chain Monte Carlo test of toric homogeneous Markov chains
Computational mechanics of input-output processes: structured transformations and the \(\epsilon\)-transducer
Assessing the multivariate normal approximation of the maximum likelihood estimator from high-dimensional, heterogeneous data
Nonparametric estimation of reliability and survival function for continuous-time finite Markov processes
The combined Poisson INMA\((q)\) models for time series of counts
Discrete-valued ARMA processes
Estimation in the Markov random walk scheme
Extremal financial risk models and portfolio evaluation
Certain boundary functionals for Markov random walks
On likelihood estimation for a discretely observed jump process
On tests for Markov dependence
Variance reduction of estimators arising from Metropolis-Hastings algorithms
Robust MIPA array processors with bivariate and Markov dependence
Fluctuation spectroscopy
Graph-combinatorial approach for large deviations of Markov chains
Detecting change-points in Markov chains
Maximum likelihood estimation for generalized semi-Markov processes
Multivariate normal approximation of the maximum likelihood estimator via the delta method
Random walks on simplicial complexes and the normalized Hodge 1-Laplacian
Statistical inference for Markov chains with applications to credit risk
ASYMPTOTIC PROPERTIES FOR MAXIMUM LIKELIHOOD ESTIMATORS FOR RELIABILITY AND FAILURE RATES OF MARKOV CHAINS
A reverse Aldous-Broder algorithm
The use of context in pattern recognition
Estimating models based on Markov jump processes given fragmented observation series
Testing composite hypotheses about discrete ergodic processes
Goodness-of-fit tests for stationary distributions of Markov chains based on Rao's divergence
An extended likelihood framework for modelling discretely observed credit rating transitions
ON LIKELIHOOD ESTIMATION FOR DISCRETELY OBSERVED MARKOV JUMP PROCESSES
Inference about stationary distributions of Markov chains based on divergences with observed frequencies.
TESTING FOR REVERSIBILITY IN MARKOV CHAIN DATA
Nonexistence of complete sufficient statistics for stationary k-state Markov chains, \(k\geq 3\)
The eigenvalues of the empirical transition matrix of a Markov chain
Exact inference on stratified two-stage Markov chain models.
Testing stationary distributions of Markov chains based on Rao's divergence
Estimation of the transition distributions of a Markov renewal process
Exact goodness-of-fit tests for Markov chains
Statistical estimation of parameters for binary conditionally nonlinear autoregressive time series
Bayesian clustering for continuous‐time hidden Markov models
Statistical methodology for assessing homology of intronic regions of genes
Time operator of Markov chains and mixing times. Applications to financial data
The price leadership share: a new measure of price discovery in financial markets
Consistency of Maximum Likelihood Estimators for Multiparameter Markov Chains
A latent time–budget model
Robustness to approximations and model learning in MDPs and POMDPs
Robustness to incorrect system models in stochastic control
An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns
Persistence of variances for stochastic, discrete-time, population growt h models
Bounds for the normal approximation of the maximum likelihood estimator from \(m\)-dependent random variables
Testing the order of discrete Markov chains using surrogate data
Goodness of fit test for higher order binary Markov chain models
Markov chain order estimation based on the chi-square divergence
Robust parametric inference for finite Markov chains
Statistical inference in mathematical and computational linguistics
Inférence statistique dans les processus stochastiques: Aperçu historique
Exact significance test for Markov order
Some results on the information theoretic analysis of cryptosystems
Estimation of Parameters in a Particular Finite Capacity Priority Queueing Model
Constrained Markov order surrogates
Estimating Markov transition matrices using uncertain observed states
Estimation in hidden Markov models via efficient importance sampling
On the approximation of high-order binary Markov chains by parsimonious models
Data-driven model-based detection of malicious insiders via physical access logs
Online change detection of Markov chains with unknown post-change transition probabilities
UNCERTAINTY VISUALIZATION FOR CHARACTERIZING HETEROGENEOUS HUMAN BEHAVIORS IN DISCRETE DYNAMICAL SYSTEM MODELS
Analysing grouping of nucleotides in DNA sequences using lumped processes constructed from Markov chains
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
Bivariate transition model for analysing ordinal and nominal categorical responses: an application to the labour force survey data
On a periodic SETINAR model
Testing a markov chain for independence
Informational models and their uses
Fingerprinting and reconstruction of functionals of discrete time Markov chains
A lower bound on the quantum capacity of channels with correlated errors
Some statistical inferences on O-U processes
Wasserstein distance error bounds for the multivariate normal approximation of the maximum likelihood estimator
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
Novel advancements in the Markov chain stock model: analysis and inference
Classifying speech sonority functional data using a projected Kolmogorov-Smirnov approach
A quantum-mechanical derivation of the multivariate central limit theorem for Markov chains
Testing hypothesis on transition distributions of a Markov sequence

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