Maximum Likelihood Estimation for Markov Chains
Computation
2009-05-27 v1 Statistics Theory
Statistics Theory
Authors:
Iuliana Teodorescu
Abstract
A new approach for optimal estimation of Markov chains with sparse transition matrices is presented.
Cite
@article{arxiv.0905.4131,
title = {Maximum Likelihood Estimation for Markov Chains},
author = {Iuliana Teodorescu},
journal= {arXiv preprint arXiv:0905.4131},
year = {2009}
}
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