Sur l'estimation des probabilités de transition d'une chaîne de Markov à partir des données marginales

Y. Aragon

Revue de Statistique Appliquée (1972)

  • Volume: 20, Issue: 2, page 79-94
  • ISSN: 0035-175X

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Aragon, Y.. "Sur l'estimation des probabilités de transition d'une chaîne de Markov à partir des données marginales." Revue de Statistique Appliquée 20.2 (1972): 79-94. <http://eudml.org/doc/105932>.

@article{Aragon1972,
author = {Aragon, Y.},
journal = {Revue de Statistique Appliquée},
language = {fre},
number = {2},
pages = {79-94},
publisher = {Société de Statistique de France},
title = {Sur l'estimation des probabilités de transition d'une chaîne de Markov à partir des données marginales},
url = {http://eudml.org/doc/105932},
volume = {20},
year = {1972},
}

TY - JOUR
AU - Aragon, Y.
TI - Sur l'estimation des probabilités de transition d'une chaîne de Markov à partir des données marginales
JO - Revue de Statistique Appliquée
PY - 1972
PB - Société de Statistique de France
VL - 20
IS - 2
SP - 79
EP - 94
LA - fre
UR - http://eudml.org/doc/105932
ER -

References

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  1. [1] Anderson T.W., et Gcodman L.A. (1957) - "Statistical Inference About Markov Chains", (The Ann. of Math. Stat. Vol. XXVIII, p. 89-110). Zbl0087.14905MR84903
  2. [2] Aragon Y. (1971) - "Sur l'estimation des probabilités de transition d'une chaîne de Markov à partir des données marginales". (Thèse de 3ème cycle, Toulouse). 
  3. [3] Dousset F., Casamitjana R., Groboillot J.L. & Warnier De Wally A. (1967) - "Estimation d'une matrice de Markov" (Rev. Stat. Appl. Vol. 1, p. 87-94). 
  4. [4] Fiacco A.V. & Mac Cormick G.P. (1968) - "Non Linear Programming : Sequential Unconstrained Minimization Technique" (Wiley). 
  5. [5] Lee T.C., Judge G.G. & Cain R. (1967) - "A sampling of the Properties of Estimators of Transition Probabilities" (Agricultural Economics, Res. Report n° 87, University of Illinois). 
  6. [6] Lee T.C., Judge G.G. & Takayama T. (1965) - "On Estimating the Transition Probabilities of a Markov Process" (Journ. of Farm Econ., Vol. 47, p. 742-62). 
  7. [7] Lee T.C., Judge G.G. & Zellner A. (1968) - "Maximum Likelihood and Bayesian Estimation of Transition Probabilities" (J. Am. Stat. Ass., Vol. 63, p. 1162-1179). Zbl0177.46408MR235660
  8. [8] Mc Guire T. (1969) - "More on Least Squares Estimation of the Transition Matrix in a Stationary First-Order Markov Process from sample Proportions Data" (Psychometrika, Vol. 34, n° 3, p. 335-346). Zbl0179.48502
  9. [9] Madansky A. (1959) - "Least Squares Estimation in Finite Markov Processes" (Psychometrika, Vol. XXIV, p. 137-44). Zbl0086.35402MR102162
  10. [10] Marquardt D.W. (1963) - "An Algorithm for Least-Squares Estimation of Non Linear Parameters" (Journ. Soc. Ind. Appl. Math., Vol. II, n° 2, p. 431-441). Zbl0112.10505MR153071
  11. [11] Telser, Lester G. (1966) - "Least Squares Estimates of Transition Probabilities " (Measurement in Economics, Stanford: Stanford University Press, p. 270-93). Zbl0117.15601
  12. [12] Zellner A. (1962) - "An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias" (J. Am. Stat. Ass., Vol. 57, p. 348-68). Zbl0113.34902MR139235

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