Estimators For Partially Observed Markov Chains
نویسندگان
چکیده
Suppose we observe a discrete-time Markov chain at certain periodic or random time points only. Which observation patterns allow us to identify the transition distribution? In case we can identify it, how can we construct (good) estimators? We discuss these questions both for nonparametric models and for linear autoregression.
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تاریخ انتشار 2006