Estimating the transition matrix of a Markov chain observed at random times

Author:

Barsotti Flavia,De Castro Yohann,Espinasse Thibault,Rochet Paul

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference17 articles.

1. Statistical inference about Markov chains;Anderson;Ann. Math. Statist.,1957

2. Continuous time markov chain models for chemical reaction networks;Anderson,2011

3. The frequency goodness of fit test for probability chains;Bartlett;Proc. Cambridge Philos. Soc.,1951

4. Statistical inference for probabilistic functions of finite state Markov chains;Baum;Ann. Math. Statist.,1966

5. Asymptotic efficiency in estimation with conditional moment restrictions;Chamberlain;J. Econometrics,1987

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