Maximum likelihood estimation for discrete-time processes with finite state space ; a linear case

B. Sagalovsky

Annales scientifiques de l'Université de Clermont. Mathématiques (1981)

  • Volume: 69, Issue: 19, page 229-236
  • ISSN: 0249-7042

How to cite

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Sagalovsky, B.. "Maximum likelihood estimation for discrete-time processes with finite state space ; a linear case." Annales scientifiques de l'Université de Clermont. Mathématiques 69.19 (1981): 229-236. <http://eudml.org/doc/80511>.

@article{Sagalovsky1981,
author = {Sagalovsky, B.},
journal = {Annales scientifiques de l'Université de Clermont. Mathématiques},
keywords = {maximum likelihood estimation; adaptive control in Markov chains},
language = {eng},
number = {19},
pages = {229-236},
publisher = {UER de Sciences exactes et naturelles de l'Université de Clermont},
title = {Maximum likelihood estimation for discrete-time processes with finite state space ; a linear case},
url = {http://eudml.org/doc/80511},
volume = {69},
year = {1981},
}

TY - JOUR
AU - Sagalovsky, B.
TI - Maximum likelihood estimation for discrete-time processes with finite state space ; a linear case
JO - Annales scientifiques de l'Université de Clermont. Mathématiques
PY - 1981
PB - UER de Sciences exactes et naturelles de l'Université de Clermont
VL - 69
IS - 19
SP - 229
EP - 236
LA - eng
KW - maximum likelihood estimation; adaptive control in Markov chains
UR - http://eudml.org/doc/80511
ER -

References

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  1. [1] B. Sagalovsky. "Adaptive ControZ and Parameter Estimation in Markov Chains: α Linear Case ". Internal Report USB/79/12, Univ. Simón Bolívar, Caracas, 1979. To appear, IEEE Trans.on Aut.Control, 1981. Zbl0479.93061
  2. [2] P. Mandl, "Estimation and ControZ in Markov Chains ", Adv.Appl.Prob., 6, 40-60, 1979. Zbl0281.60070MR339876
  3. [3] V. Borkar, P. Varaiya, "Adaptive ControZ of Markov Chains . I: Finite Parameter- Set", IEEE Trans. on Aut. Control, AC-24, 953-958, 1979. Zbl0416.93065MR566454
  4. [4] J. Neveu, "Discrete-Parameter Martingales", North Holl. Pub. Co., 1975. Zbl0345.60026MR402915
  5. [5] W. Feller, "Introduction to Probability and its Applications", 3rd edition, Vol. 1, Wiley, 1968. Zbl0039.13201MR228020

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