Statistical inference for finite Markov
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M.L. MenΓ©ndez; D. Morales; L. Pardo; K. Zografos
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Article
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1999
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Elsevier Science
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English
β 420 KB
We consider statistical data forming sequences of states of stationary finite irreducible Markov chains, and draw statistical inference about the transition matrix. The inference consists in estimation of parameters of transition probabilities and testing simple and composite hypotheses about them,