Existence and uniqueness of the solution of the likelihood equations for binary Markov chains

DOI10.1016/0167-7152(91)90161-JzbMATH Open0724.62083OpenAlexW2095487526MaRDI QIDQ758064FDOQ758064

Authors Søren Bisgaard, Laurel E. Travis

Publication date 1991

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(91)90161-j

zbMATH Keywords

maximum likelihood estimationbinary datanumerical solutionexistence and uniquenessbinary Markov chainintersecting conicsmodeling serial dependencetwo-state Markov chain

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

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Cites work

• scientific article; zbMATH DE number 3144846 (Why is no real title available?)
• scientific article; zbMATH DE number 3145638 (Why is no real title available?)
• scientific article; zbMATH DE number 3604232 (Why is no real title available?)
• scientific article; zbMATH DE number 3612277 (Why is no real title available?)
• A note on the estimation of parameters in a Bernoulli model with dependence
• Approximate confidence intervals for a proportion from Markov dependent trials
• On parameter estimation in Bernoulli trials with dependence
• SIMPLIFIED RUNS TESTS AND LIKELIHOOD RATIO TESTS FOR MARKOFF CHAINS
• Statistical inference in Bernoulli trials with dependence
• Validation of estimators of a proportion from Markov dependent trials

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(2)

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