Estimation of a Stationary Markov Chain
DOI10.2307/2291155zbMATH Open0818.62072OpenAlexW4241796792MaRDI QIDQ4836993FDOQ4836993
Authors: L. Billard, M. R. Meshkani 
Publication date: 1995
Full work available at URL: https://doi.org/10.2307/2291155
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- Empirical Bayes estimators for a finite Markov chain
- Properties of equilibrium asset prices under alternative learning schemes
- Markov chain models for delinquency: transition matrix estimation and forecasting
- Estimation in reversible Markov chains
- Bayesian inversion in hidden Markov models with varying marginal proportions
- Empirical Bayes estimation of parameters in Markov transition probability matrix with computational methods
- Title not available (Why is that?)
- A conversation with Lynne Billard
- Unbiased estimation of the matrix of transition probabilities of a homogeneous Markov chain by a sufficient estimator
- Heterogeneity in dynamic discrete choice models
- Conditional exact tests for Markovianity and reversibility in multiple categorical sequences
- Estimating a Markov Transition Matrix from Observational Data
- Empirical Bayes analysis of log-linear models for a generalized finite stationary Markov chain
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