Estimation of transition probabilities in a two-state markov chain

DOI10.1080/03610927908827785zbMATH Open0442.62067OpenAlexW1603952409MaRDI QIDQ3885016FDOQ3885016

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

• Statistical Inference about Markov Chains
• The efficiency of a linear discriminant function based on unclassified initial samples
• THE DISTRIBUTION OF THE NUMBER OF SUCCESSES IN A SEQUENCE OF DEPENDENT TRIALS
• Title not available (Why is that?)
• Statistical inference in Bernoulli trials with dependence
• Efficient estimation of transition probabilities in a Markov chain

Cited In (1)

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

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