Add to ORKGA problem of statistical analysis for homogeneous Markov chain is considered for the situation with incomplete observations. The logarithmic likelihood function is constructed when there are multiple series of incomplete observations. A consistent statistical estimator of transition probabilities matrix is constructed using special form of the loglikelihood. A special case of multiple series of missing values is analyzed. Theoretical results are illustrated by computer modellin
Given aggregated longitudinal data generated by a Markov chain, which may be non-homogeneous, the pr...
Abstract: Suppose we observe a discrete-time Markov chain at certain periodic or random time points ...
In this paper, we consider a full likelihood method to analyze continuous longitudinal responses wit...
A problem of statistical analysis for homogeneous Markov chain is considered for the situation with ...
In this paper we proposed methods of statistical analysis of Markov chains with missing values in t...
The parameters of a discrete stationary Markov model are transition probabilities between states. Tr...
ABSTRACT. In this paper we develop a statistical estimation technique to recover the transi-tion ker...
A chronological review of the development of estimation procedures for unknown constant Markovian tr...
In this paper, we shall study a homogeneous Markov chain with unknown transition matrix. We construc...
The paper begins with proofs of the usual theorems for the optimum properties of the maximum-likelih...
Title: Statistical problems in Markov chains with applications in finance Author: Marek Chudý Depart...
In this paper , we shall study a homogenous ergodic, finite state , Marcov chain with unknown tran...
In this paper we develop a statistical estimation technique to recover the transition kernel $P$ of ...
This paper presents elementary proofs on distributional properties of sample paths of continuous-tim...
In this paper we consider sequences of observations that irregularly space at infrequent time in-ter...
Given aggregated longitudinal data generated by a Markov chain, which may be non-homogeneous, the pr...
Abstract: Suppose we observe a discrete-time Markov chain at certain periodic or random time points ...
In this paper, we consider a full likelihood method to analyze continuous longitudinal responses wit...
A problem of statistical analysis for homogeneous Markov chain is considered for the situation with ...
In this paper we proposed methods of statistical analysis of Markov chains with missing values in t...
The parameters of a discrete stationary Markov model are transition probabilities between states. Tr...
ABSTRACT. In this paper we develop a statistical estimation technique to recover the transi-tion ker...
A chronological review of the development of estimation procedures for unknown constant Markovian tr...
In this paper, we shall study a homogeneous Markov chain with unknown transition matrix. We construc...
The paper begins with proofs of the usual theorems for the optimum properties of the maximum-likelih...
Title: Statistical problems in Markov chains with applications in finance Author: Marek Chudý Depart...
In this paper , we shall study a homogenous ergodic, finite state , Marcov chain with unknown tran...
In this paper we develop a statistical estimation technique to recover the transition kernel $P$ of ...
This paper presents elementary proofs on distributional properties of sample paths of continuous-tim...
In this paper we consider sequences of observations that irregularly space at infrequent time in-ter...
Given aggregated longitudinal data generated by a Markov chain, which may be non-homogeneous, the pr...
Abstract: Suppose we observe a discrete-time Markov chain at certain periodic or random time points ...
In this paper, we consider a full likelihood method to analyze continuous longitudinal responses wit...