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

DOI10.1007/BF02480999zbMath0553.62075MaRDI QIDQ802262

Hirohisa Kishino

Publication date: 1983

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

zbMATH Keywords

time domainlogistic modellog linear modelgiven sample pathstransition probabilities of binary processesweighted least squares estimation

Mathematics Subject Classification ID

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

Cites Work

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• Least squares estimation in finite Markov processes
• Finite Markov processes in psychology
• Statistical Inference about Markov Chains
• Categorical Data Analysis: Some Reflections on the Log Linear Model and Logistic Regression. Part I: Historical and Methodological Overview
• SEASONAL ADJUSTMENT BY A BAYESIAN MODELING
• A Distributed Lag Estimator Derived from Smoothness Priors

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