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

DOI10.1016/0167-7152(91)90161-JzbMath0724.62083OpenAlexW2095487526MaRDI QIDQ758064

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 estimationnumerical solutionexistence and uniquenessbinary databinary Markov chainintersecting conicsmodeling serial dependencetwo-state Markov chain

Mathematics Subject Classification ID

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

Related Items (1)

Comparative construction of plug-in estimators of the entropy rate of two-state Markov chains

Cites Work

• A note on the estimation of parameters in a Bernoulli model with dependence
• Statistical inference in Bernoulli trials with dependence
• SIMPLIFIED RUNS TESTS AND LIKELIHOOD RATIO TESTS FOR MARKOFF CHAINS
• Approximate confidence intervals for a proportion from Markov dependent trials
• Validation of estimators of a proportion from Markov dependent trials
• On parameter estimation in Bernoulli trials with dependence
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