Regression analysis in Markov chain

MaRDI QIDQ971459zbMATH OpenFDO

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)

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)

Recommendations

• scientific article; zbMATH DE number 1441305
• Empirical Bayes analysis of log-linear models for a generalized finite stationary Markov chain
• Bayesian analysis for finite Markov chains
• scientific article; zbMATH DE number 4080683
• Empirical Bayes estimators for a finite Markov chain

Cited in

(2)

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

This page was built for publication: Regression analysis in Markov chain

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q971459)