A Bayesian Model for Markov Chains via Jeffrey's Prior

DOI10.1081/STA-120024474MaRDI QIDQ4428266zbMATH OpenFDO

Authors Souad Assoudou, Belkheir Essebbar

Publication date 14 September 2003

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

Full work available at URL https://doi.org/10.1081/STA-120024474

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05)

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Cites work

• A Bayesian Model for Markov Chains via Jeffrey's Prior
• Empirical Bayes estimators for a finite Markov chain
• Maximum Likelihood and Bayesian Estimation of Transition Probabilities
• Stochastic Algorithms for Markov Models Estimation with Intermittent Missing Data
• The Selection of Prior Distributions by Formal Rules

Cited in

(9)

• Bayesian analysis for finite Markov chains
• A Bayesian model for binary Markov chains
• Statistical inference for Markov chains with applications to credit risk
• A Bayesian Approach in Estimating Transition Probabilities of a Discrete-time Markov Chain for Ignorable Intermittent Missing Data
• Approximate Bayesian estimation of reliability for multistate Markov chain
• Empirical Bayes estimators for a finite Markov chain
• Evaluating default priors with a generalization of Eaton's Markov chain
• scientific article; zbMATH DE number 1093016 (Why is no real title available?)
• A Bayesian Model for Markov Chains via Jeffrey's Prior

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