Ridge Regression for Estimation of Transition Probabilities from Aggregate Data
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Publication:4906433
DOI10.1080/03610918.2011.595866zbMath1294.62181OpenAlexW2025670056MaRDI QIDQ4906433
M. B. Rajarshi, Inderdeep Kaur
Publication date: 11 February 2013
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2011.595866
Ridge regression; shrinkage estimators (Lasso) (62J07) Markov processes: estimation; hidden Markov models (62M05)
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