The joint asymptotic distribution is derived for certain functions of the sample realizations of
a Markov chain with denumerably many states, from which the joint asymptotic distribution …

The paper begins with proofs of the usual theorems for the optimum properties of the
maximum-likelihood estimator of an unknown parameter θ which defines the transition …

In a regular Markov chain with one absorbing state, for sequences starting from a given state
and continuing until the absorbing state is reached, the distribution and moment formulae of …

For positively regular Markov chains with a finite number of states, transition probabilities of
the form pij (θ)= α ij exp {K ij Δ 1 (θ)+ λ 2 (θ)} are known to admit a sufficient estimator of θ in …

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 …

Small sample estimators for the transition probabilities of an irreducible Markov chain with
two ergodic states which have smallest possible biases are proposed, It is also shown that …

ON COMPLETENESS OF RANDOM TRANSITION COUNT FOR MARKOV CHAINS Page 1
Journal of Applied Analysis Vol. 12, No. 2 (2006), pp. 249–258 ON COMPLETENESS OF …

We consider a homogeneous Markov chain of order s with r partial connections for which the
transition probabilities from any state to the next depend not on all s preceding states but on …

We consider statistical data forming sequences of states of stationary finite irreducible
Markov chains, and draw statistical inference about the transition matrix. The inference …

An Empirical Transition Matrix for Non-Homogeneous Markov Chains Based on Censored
Observations Page 1 Scand J Statist 5: 141-150, 1978 An Empirical Transition Matrix for …