ESTIMATION OF TRANSITION PROBABILITIES IN A NONSTATIONARY FINITE MARKOV CHAIN

DOI10.1111/j.1467-999X.1972.tb00191.xzbMath0265.62031MaRDI QIDQ5681437

George G. Judge, Tsoung Chao Lee

Publication date: 1972

Published in: Metroeconomica (Search for Journal in Brave)

Mathematics Subject Classification ID

62M05: Markov processes: estimation; hidden Markov models

60J05: Discrete-time Markov processes on general state spaces

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

Cites Work

• Least squares estimation in finite Markov processes
• Finite Markov processes in psychology
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item