Skip Navigation

Biometrika 1972 59(2):407-414; doi:10.1093/biomet/59.2.407
© 1972 by Biometrika Trust
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by HANDA, B. R.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

Choice of initial states in estimating transition probabilities of a finite ergodic Markov chain

B. R. HANDA *

Imperial College London

The properties of the maximum likelihood estimators for the transition probabilities in a two-state ergodic Markov chain depend upon the choice of the initial states. For example, the initial states may be suitably fixed in advance or may be observed from the equilibrium distribution of the chain. A large number of relatively short realizations are assumed available and the asymptotic variances are examined in some detail. The relevant asymptotic covariance matrices are derived also for the s-state chain.

Key Words: Inference in finite Markov chains • Asymptotic maximum likelihood theory • Sampling rules


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?




Disclaimer:
Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.