✦ LIBER ✦

Improved estimators for constrained Markov chain models

✍ Scribed by Ursula U. Müller; Anton Schick; Wolfgang Wefelmeyer

Publisher: Elsevier Science
Year: 2001
Tongue: English
Weight: 105 KB
Volume: 54
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(01)00121-3

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On model order estimation for partially

On model order estimation for partially observed Markov chains

✍ R.G. Whiting; E.E. Pickett 📂 Article 📅 1988 🏛 Elsevier Science 🌐 English ⚖ 406 KB

Saddle-point calculation for constrained

Saddle-point calculation for constrained finite Markov chains

✍ E. Gómez-Ramı́rez; K. Najim; A.S. Poznyak 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 275 KB

This paper considers a zero-sum constrained stochastic game. The control objective of each participant is to optimize his limiting average payo . In this case, the behavior of each player is modelled with a ÿnite ergodic controlled Markov chain. The saddle point is shown to be the stationary strateg

Unbiased estimation for homogeneous Mark

Unbiased estimation for homogeneous Markov chains

✍ Ya. P. Lumel'skii; V. V. Chichagov 📂 Article 📅 1987 🏛 Springer US 🌐 English ⚖ 275 KB

Markov chain models for delinquency: Tra

Markov chain models for delinquency: Transition matrix estimation and forecasting

✍ Scott D. Grimshaw; William P. Alexander 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 214 KB

Markov chain models for delinquency: Tra

Markov chain models for delinquency: Transition matrix estimation and forecasting

✍ Scott D. Grimshaw; William P. Alexander 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 214 KB

A Markov chain is a natural probability model for accounts receivable. For example, accounts that are 'current' this month have a probability of moving next month into 'current', 'delinquent' or 'paid-off' states. If the transition matrix of the Markov chain were known, forecasts could be formed for

Markov chain models for extreme wind spe

Markov chain models for extreme wind speeds

✍ Lee Fawcett; David Walshaw 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 828 KB

## Abstract Understanding and quantifying the behaviour of extreme wind speeds has important applications for design in civil engineering. As in the extremal analysis of any environmental process, estimates are often required of the probability of events that are rarer than those already recorded.