The least squares estimation of the transition probabilities of binary processes on the basis of sample paths

DOI10.1007/BF02480999zbMATH Open0553.62075MaRDI QIDQ802262FDOQ802262

Authors: Hirohisa Kishino 

Publication date: 1983

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

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• scientific article; zbMATH DE number 2102889

zbMATH Keywords

logistic modeltime domainlog linear modelgiven sample pathstransition probabilities of binary processesweighted least squares estimation

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Non-Markovian processes: estimation (62M09)

Cites Work

• Statistical Inference about Markov Chains
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• A Distributed Lag Estimator Derived from Smoothness Priors
• Categorical Data Analysis: Some Reflections on the Log Linear Model and Logistic Regression. Part I: Historical and Methodological Overview
• Finite Markov processes in psychology
• Least squares estimation in finite Markov processes
• SEASONAL ADJUSTMENT BY A BAYESIAN MODELING
• Title not available (Why is that?)

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