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Estimation of transition probabilities in a nonstationary finite Markov chain. (English) Zbl 0265.62031

MSC:

62M05 Markov processes: estimation; hidden Markov models
60J05 Discrete-time Markov processes on general state spaces
60J10 Markov chains (discrete-time Markov processes on discrete state spaces)
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References:

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[3] Cox D. R., The Theory of Stochastic Processes (1965) · Zbl 0149.12902
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[6] Kemeny J. G., Finite Markov Chains (1960) · Zbl 0089.13704
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[8] Kukn H., Proceedings of the Second Berkeley Symposium pp 481– (1951)
[9] Lee T. C., Estimating the Parameters of the Markov Probability Model from Aggregate Time Series Data (1970) · Zbl 0199.53202
[10] DOI: 10.1007/BF02289825 · Zbl 0086.35402 · doi:10.1007/BF02289825
[11] DOI: 10.1007/BF02288779 · Zbl 0049.37801 · doi:10.1007/BF02288779
[12] [12]Provincial Government of Taiwan, Department of Agriculture and Forestry -Taiwan Agricultural Yearbook, 1941 -1967 .
[13] DOI: 10.1086/258699 · doi:10.1086/258699
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[16] Hallberg M. C., American Journal of Agricultural Economics 52 pp 615– (1970)
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.