Efficient sequential estimation in finite-state markov processes

DOI10.1080/17442508308833290MaRDI QIDQ3319632zbMATH OpenOpenAlexFDO

Authors Valeri T. Stefanov

Publication date 1984

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508308833290

zbMATH Keywords

Markov stopping timeefficiently estimable functionsfinite-state Markov processesefficient sequential plansoblique plans of discrete and continuous type

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Sequential estimation (62L12)

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Cites work

• Efficient estimation of transition probabilities in a Markov chain
• Moments of Randomly Stopped Sums
• Unbiased Sequential Estimation for Binomial Populations

Cited in

(10)

• An Efficient Algorithm for Estimating State Sequences in Imprecise Hidden Markov Models
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• Sparse Markov chains for sequence data
• Estimation of a matrix of intensities for model of Markov process
• Sufficient sequences and state-space models for random processes
• On exponential families of Markov processes
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• Optimal sequential estimation for semi-markov and markov renewal processes
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