𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On confidence intervals from simulation of finite Markov chains

✍ Scribed by Apostolos N. Burnetas; Michael N. Katehakis

Book ID
105123326
Publisher
Springer
Year
1997
Tongue
English
Weight
406 KB
Volume
46
Category
Article
ISSN
0340-9422

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

On the Markov property of a finite hidde
On the Markov property of a finite hidden Markov chain
✍ Peter Spreij πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 119 KB

In this paper we study the question of the conditions under which a hidden Markov chain itself exhibits Markovian behaviour. An insightful method to answer this question is based on a recursive ΓΏltering formula for the underlying chain.