van der Plas, Adriaan P. On the estimation of the parameters of Markov probability models using macro data. (English) Zbl 0508.62072 Ann. Stat. 11, 78-85 (1983). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 5 Documents MSC: 62M05 Markov processes: estimation; hidden Markov models 60J10 Markov chains (discrete-time Markov processes on discrete state spaces) Keywords:conditional least squares estimator; macro data; grouped chain; asymptotic normality; strong consistency; almost sure convergence PDFBibTeX XMLCite \textit{A. P. van der Plas}, Ann. Stat. 11, 78--85 (1983; Zbl 0508.62072) Full Text: DOI