EFFICIENT ESTIMATION OF TRANSITION-PROBABILITIES IN A MARKOV-CHAIN

被引：16

作者：

BAI, DS

机构：

[1] KOREA ADV INST SCI, DEPT IND ENGN, POB 150, SEOUL, 13820, SOUTH KOREA

[2] SUNY, ONEONIA, NY USA

来源：

ANNALS OF STATISTICS | 1975年 / 3卷 / 06期

关键词：

D O I：

10.1214/aos/1176343286

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：1305 / 1317

页数：13

共 50 条

[1] ESTIMATION OF TRANSITION-PROBABILITIES IN A 2-STATE MARKOV-CHAIN
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KIM, S
[J]. COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS, 1979, 8 (06): : 591 - 599
[2] MODES OF CONVERGENCE OF MARKOV-CHAIN TRANSITION-PROBABILITIES
TWEEDIE, RL
[J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1977, 60 (01) : 280 - 291
[3] UNIFORM THEORY FOR SUMS OF MARKOV-CHAIN TRANSITION-PROBABILITIES
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[J]. ANNALS OF PROBABILITY, 1975, 3 (02): : 191 - 214
[4] UNIFORM RATES OF CONVERGENCE FOR MARKOV-CHAIN TRANSITION-PROBABILITIES
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[J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1974, 29 (03): : 193 - 227
[5] MARKOV-CHAIN TRANSITION-PROBABILITIES AND EXPERIMENTAL-DATA
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[J]. APPLIED MATHEMATICS AND COMPUTATION, 1989, 29 (02) : 107 - 121
[6] STEADY-STATE PROBABILITIES OF MARKOV-CHAIN AS FUNCTION OF TRANSITION-PROBABILITIES
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[J]. OPERATIONS RESEARCH, 1964, 12 (03) : 498 - &
[7] THE CONVERGENCE OF SUMS OF TRANSITION-PROBABILITIES OF A POSITIVE RECURRENT MARKOV-CHAIN
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[J]. MATHEMATICA SCANDINAVICA, 1981, 48 (01) : 79 - 95
[8] THE SET OF LIMITING DISTRIBUTIONS FOR A MARKOV-CHAIN WITH FUZZY TRANSITION-PROBABILITIES
STANFORD, RE
[J]. FUZZY SETS AND SYSTEMS, 1982, 7 (01) : 71 - 78
[9] STRONG LIMIT-THEOREM FOR TRANSITION-PROBABILITIES OF DENUMERABLE NONHOMOGENEOUS MARKOV-CHAIN
LIU, W
[J]. KEXUE TONGBAO, 1982, 27 (09): : 1019 - 1020
[10] ESTIMATION OF TRANSITION-PROBABILITIES IN A MULTIPARTICLE SEMI-MARKOV SYSTEM
BURMAN, D
[J]. OPERATIONS RESEARCH, 1975, 23 : B393 - B393

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