Least squares estimation in finite Markov processes

DOI10.1007/BF02289825zbMATH Open0086.35402MaRDI QIDQ771081FDOQ771081

Authors: Albert Madansky 

Publication date: 1959

Published in: Psychometrika (Search for Journal in Brave)

zbMATH Keywords

statistics

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Statistical Inference about Markov Chains
• Finite Markov processes in psychology
• Note on Miller's Finite Markov processes in psychology

Cited In (10)

• Least-squares estimation of transition probabilities from aggregate data
• On inference from Markov chain macro-data using transforms
• Identification and estimation of dynamic models with a time series of repeated cross-sections
• ESTIMATION OF TRANSITION PROBABILITIES IN A NONSTATIONARY FINITE MARKOV CHAIN
• Statistical inference in nonstationary markov models with embedded explanatory variables
• Development of Specific hypothesis tests for estimated markov chains
• Estimation for aggregate models: The aggregate Markov chain
• More on least squares estimation of the transition matrix in a stationary first-order Markov process from sample proportions data
• Inférence statistique dans les processus stochastiques: Aperçu historique
• The least squares estimation of the transition probabilities of binary processes on the basis of sample paths

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