Regression analysis in Markov chain

zbMATH Open1190.62167MaRDI QIDQ971459FDOQ971459

Authors: M. A. Yazdani, M. R. Meshkani 

Publication date: 14 May 2010

Published in: Iranian Journal of Science and Technology, Transactions A: Science (Search for Journal in Brave)

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zbMATH Keywords

maximum likelihoodempirical Bayestransition probability matrix

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cited In (2)

• Chain dependence and stationarity test for transition probabilities of Markov chain under logistic regression model
• Markov chain analysis of succession for a university admission test of Bangladesh

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