✦ LIBER ✦

Sequential Estimation of the Parameter of a Markov Chain

✍ Scribed by Levit, B. Ya.; Khas’minskii, R. Z.

Book ID: 118228552
Publisher: Society for Industrial and Applied Mathematics
Year: 1974
Tongue: English
Weight: 978 KB
Volume: 18
Category: Article
ISSN: 0040-585X
DOI: 10.1137/1118068

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Parameter estimation for a special class

Parameter estimation for a special class of Markov chains

✍ Hendrik Schäbe 📂 Article 📅 1997 🏛 Springer-Verlag 🌐 English ⚖ 629 KB

Adaptive estimators for parameters of th

Adaptive estimators for parameters of the autoregression function of a Markov chain

✍ Wolfgang Wefelmeyer 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 446 KB

Suppose we observe an ergodic Markov chain on the real line, with a parametric model for the autoregression function, i.e. the conditional mean of the transition distribution. If one specifies, in addition, a parametric model for the conditional variance, one can define a simple estimator for the pa

On sequential estimation of the shift pa

On sequential estimation of the shift parameter

✍ V. N. Nikulin 📂 Article 📅 1995 🏛 Springer US 🌐 English ⚖ 119 KB

Parameter estimation of an asset price m

Parameter estimation of an asset price model driven by a weak hidden Markov chain

✍ Xiaojing Xi; Rogemar Mamon 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 518 KB

Sequential Estimates of Parameters

✍ Kholevo, A. S. 📂 Article 📅 1967 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 573 KB

Estimating the stationary distribution o

Estimating the stationary distribution of a Markov chain

✍ Krishna B. Athreya; Mukul Majumdar 📂 Article 📅 2003 🏛 Springer 🌐 English ⚖ 147 KB