scientific article; zbMATH DE number 4115776

MaRDI QIDQ4730638zbMATH OpenFDO

Authors T. W. Anderson

Publication date 1989

zbMATH Keywords

asymptotically efficientfinite-state Markov chainmaximum likelihood estimatormeannumerical-valued Markov chainsecond-order momentsspectral densitystationary probabilitiesvector-valued processwide- sense first-order autoregressive process

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov processes: estimation; hidden Markov models (62M05)

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