Statistical Inference about Markov Chains
From MaRDI portal
Cited in
(only showing first 100 items - show all)- Detecting change-points in Markov chains
- Comparative construction of plug-in estimators of the entropy rate of two-state Markov chains
- A stochastic model for a visit to the doctor's office
- Non-stationary transition matrices: an overlooked issue in intra-distribution dynamics
- On comparing survival probabilities from discrete observations under unequal censoring
- Asymptotic power comparison of the chi-square and likelihood ratio tests
- Inference from censored Markov chains with applications to multiwave panel data
- Estimating malaria incidence and recovery rates from panel surveys
- Holdings of financial assets: a Markov chain analysis
- Aspects of non-stationarity
- Information networks: A probabilistic model for hierarchical message transfer
- On tests of independence for \(r\times c\) Markovian contingency tables
- Exact MLE and asymptotic properties for nonparametric semi-Markov models
- Inference for a binary lattice Markov process
- A piecewise transition model for analyzing multistate life history data
- Estimation of unobserved counts from partially observed multinomial distributions
- Quantifying uncertainty in transdimensional Markov chain Monte Carlo using discrete Markov models
- Testing lumpability in Markov chains.
- Markovian start-up demonstration tests with rejection of units upon observing \(d\) failures.
- Markov chain test for time dependence and homogeneity: An analytical and empirical evaluation
- Cross-sectional design with a short-term follow-up for prognostic imaging biomarkers
- A Markov decision process model for equitable distribution of supplies under uncertainty
- Similarity, dissimilarity and exceptionality: generalizing Gini's transvariation to measure ``differentness in many distributions
- Sensitivity analysis for nonignorable missing responses with application to multivariate random effect model
- Time operator of Markov chains and mixing times. Applications to financial data
- Analytical extensions on a stochastic description of cyclonic precipitation fields in time and space
- An algorithm to compute the probability of a run in binary fourth-order Markovian trials.
- Testing composite hypotheses about discrete ergodic processes
- Asymptotic behaviour of the survival probabilities in an inhomogeneous semi-Markov model for the migration process in credit risk
- Methods to predict protein spatial structure
- Exact inference on stratified two-stage Markov chain models.
- Testing the order of discrete Markov chains using surrogate data
- Two sample tests for semi-Markov processes with parametric sojourn time distributions: an application in sensory analysis
- Constrained Markov order surrogates
- Robust parametric inference for finite Markov chains
- Optimal investment decision under switching regimes of subsidy support
- Application of Markov chains for tracking the decay of food products
- A weighted \(\chi^2\) test to detect the presence of a major change point in non-stationary Markov chains
- Forecasting credit portfolio components with a Markov chain model
- Regional patterns in technological progress of Poland: the role of EU structural funds
- Markov chain Monte Carlo test of toric homogeneous Markov chains
- A stationarity test on Markov chain models based on marginal distribution
- Novel advancements in the Markov chain stock model: analysis and inference
- A convergence result in the estimation of Markov chains with application to compound options
- Exact significance test for Markov order
- Predicting protein secondary structure based on Bayesian classification procedures on Markovian chains
- An EM algorithm for platoon arrival processes in discrete time
- Fitting timeseries by continuous-time Markov chains: a quadratic programming approach
- Choice behavior and reward structure
- Theorems for a finite sequence from a two-state, first-order Markov chain with stationary transition probabilities
- Paired-associate learning with short-term retention: Mathematical analysis and data regarding identification of parameters
- Linked probabilistic finite automata: A model for the temporal interaction of speakers
- Hypothesis testing for Markovian models with random time observations
- Über ein N-elementiges Modell der Reiz-Stichproben-Theorie mit stetigem Zeitparameter und zwei Antwortklassen
- Nonparametric inference based on panel count data
- Application of a model to paired-associate learning
- A likelihood ratio test for stationarity of rating transitions
- Recent developments in consumer credit risk assessment
- Structural models in consumer credit
- A Bayesian Approach in Estimating Transition Probabilities of a Discrete-time Markov Chain for Ignorable Intermittent Missing Data
- Exact goodness-of-fit tests for Markov chains
- Markov chain models for delinquency: transition matrix estimation and forecasting
- Non-causality in bivariate binary time series
- Mixed Correlated Bivariate Ordinal and Negative Binomial Longitudinal Responses with Nonignorable Missing Values
- A contrasting study of likelihood methods for the analysis of longitudinal binary data
- Modeling competition over product life cycles
- First hitting probabilities for semi-Markov chains and estimation
- A transition model for fuzzy correlated longitudinal responses
- Fitting DNA sequences through log-linear modelling with linear constraints
- Modelling adherence behaviour for the treatment of obstructive sleep apnoea
- Least-squares estimation of transition probabilities from aggregate data
- Calibration as estimation
- Inference of Markov models from trajectories via large deviations at level 2.5 with applications to random walks in disordered media
- Estimation for discrete-time semi-Markov reward processes: analysis and inference
- Statistics of transitions for Markov chains with periodic forcing
- Non‐homogeneity and transition probabilities of a Markov chain
- Heterogeneity in dynamic discrete choice models
- An appraisal of methods for the analysis of longitudinal ordinal response data with random dropout using a nonhomogeneous Markov model
- ML, PL, QL in Markov Chain Models
- Evaluating recruitment strategies using fuzzy set theory in stochastic manpower planning
- Development of Specific hypothesis tests for estimated markov chains
- Likelihood ratio test for testing order of continuous time finite markov chains
- Inférence statistique dans les processus stochastiques: Aperçu historique
- Estimation of transition probabilities in a two-state markov chain
- A structural model of the higher‐order Markov process incorporating reversion effects
- The structure of indices of social mobility and inheritance
- Markov Teams ? An analytical approach to process migration in distributed computing systems
- Markov models of occupational mobility: Theoretical development and empirical support. Part 2: Continuously operative job systems
- Schätzfehler bei Markov-Ketten
- Combined survival analysis of cardiac patients by a Cox PH model and a Markov chain
- Estimation of transition matrices for Markov processes in equilibrium
- Statistical inference in mathematical and computational linguistics
- Estimating Markov transition matrices using uncertain observed states
- A bayesian method in determining the order of a finite state markov chain
- Spectral and graph-theoretic bounds on steady-state-probability estimation performance for an ergodic Markov chain
- A characterization of categorical Markov chains
- Efficient implementations of the EM-algorithm for transient Markovian arrival processes
- Symmetry in encoding genetic information in DNA
- Predicting torsion angles in amino acid protein sequences based on a Bayesian classification procedure on Markov chains
- Stochastic Algorithms for Markov Models Estimation with Intermittent Missing Data
This page was built for publication: Statistical Inference about Markov Chains
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3258226)
