A Bayesian Model for Markov Chains via Jeffrey's Prior
From MaRDI portal
Publication:4428266
DOI10.1081/STA-120024474zbMath1131.62301MaRDI QIDQ4428266
Belkheir Essebbar, Souad Assoudou
Publication date: 14 September 2003
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Related Items (3)
Statistical inference for Markov chains with applications to credit risk ⋮ A Bayesian Model for Markov Chains via Jeffrey's Prior ⋮ A Bayesian Approach in Estimating Transition Probabilities of a Discrete-time Markov Chain for Ignorable Intermittent Missing Data
Cites Work
- Empirical Bayes estimators for a finite Markov chain
- The Selection of Prior Distributions by Formal Rules
- A Bayesian Model for Markov Chains via Jeffrey's Prior
- Stochastic Algorithms for Markov Models Estimation with Intermittent Missing Data
- Maximum Likelihood and Bayesian Estimation of Transition Probabilities
This page was built for publication: A Bayesian Model for Markov Chains via Jeffrey's Prior