Empirical Bayes Estimation in Nonstationary Markov chains
نویسندگان
چکیده مقاله:
Estimation procedures for nonstationary Markov chains appear to be relatively sparse. This work introduces empirical Bayes estimators for the transition probability matrix of a finite nonstationary Markov chain. The data are assumed to be of a panel study type in which each data set consists of a sequence of observations on N>=2 independent and identically distributed chains recorded collectively.
منابع مشابه
Estimation of Nonstationary Markov Chains from Panel Data
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عنوان ژورنال
دوره 2 شماره 1
صفحات 77- 88
تاریخ انتشار 2005-09
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