A Bayesian Model for Markov Chains via Jeffrey's Prior

Communications in Statistics - Theory and Methods

Volumn 32, Issue 11, 2003, Pages 2163-2184

  Assoudou, S ^a   Essebbar, B ^a  

^a FACULTÉ DES SCIENCES   (Morocco)

Author keywords

Bayes estimator; Jeffreys' prior; Markov chain; Maximum likelihood estimator; MCMC; Multivariate beta prior; Transition probabilities

Indexed keywords

APPROXIMATION THEORY; COMPUTER SIMULATION; ESTIMATION; MATHEMATICAL MODELS;

BAYESIAN ESTIMATION;

MARKOV PROCESSES;

EID: 0141923519     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1081/STA-120024474     Document Type: Article

References (11)

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