Abstract: Parameter estimation based on data emitted from a finite ergodic Markov source is discussed. This can be considered an extension of the memoryless ...
ISSN Information: Print ISSN: 0018-9448 Electronic ISSN: 1557-9654
DOI: 10.1109/18.32126
DOI: 10.1109/18.32126
Abstruct-We focus on parameter estimation based on data emitted from a finite ergodic Markov source. This can be considered an extension.
Abstract. We investigate the statistical complexity of estimating the parameters of a discrete-state Markov chain kernel from a single long sequence of state ...
We investigate the statistical complexity of estimating the parameters of a discrete-state Markov chain kernel from a single long sequence of state observations ...
This method provides us a very general approach to statistical parameter estimation. Under this framework, we easily find that the efficient estimator can be ...
observation period consists of three consecutive time points. PARTIAL LIKELIHOOD; MOBILITY; PANEL DATA. 1. Introduction. The problem to be discussed in this ...
Mar 21, 2021 · We consider the problem of statistical inference in a parametric finite Markov chain model and develop a robust estimator of the parameters ...
The authors estimate the order of a finite Markov source based on ... Estimating with partial statistics the parameters of ergodic finite Markov sources.
Estimating with partial statistics the parameters of ergodic finite ... Parameter estimation based on data emitted from a finite ergodic Markov source is ...
statistical properties and ergodic theorems for relative entropy ... mation, recursive parameter estimation, switching autoregressive.