Estimation of transition probabilities in a two-state markov chain

DOI10.1080/03610927908827785MaRDI QIDQ3885016zbMATH OpenOpenAlexFDO

Authors Do Sun Bai, Seong-In Kim

Publication date 1979

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610927908827785

zbMATH Keywords

maximum likelihoodunbiased estimatorsufficient statisticsirreducible Markov chaintwo-state Markov chainestimation of transition probabilities

Mathematics Subject Classification ID

Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05)

Cites work

• scientific article; zbMATH DE number 3174032 (Why is no real title available?)
• Efficient estimation of transition probabilities in a Markov chain
• Statistical Inference about Markov Chains
• Statistical inference in Bernoulli trials with dependence
• THE DISTRIBUTION OF THE NUMBER OF SUCCESSES IN A SEQUENCE OF DEPENDENT TRIALS
• The efficiency of a linear discriminant function based on unclassified initial samples

Cited in

(1)

• Comparative construction of plug-in estimators of the entropy rate of two-state Markov chains

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