The recursive estimation of a Markov chain

DOI10.2307/3212763zbMath0293.62027MaRDI QIDQ4045477

Barry J. N. Blight, Jay L. Devore

Publication date: 1974

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3212763

Mathematics Subject Classification ID

62M05: Markov processes: estimation; hidden Markov models

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)