Improved estimators for constrained Markov chain models

Statistics and Probability Letters

Volumn 54, Issue 4, 2001, Pages 427-435

  Müller, Ursula U ^a   Schick, Anton ^b   Wefelmeyer, Wolfgang ^c  

^a UNIVERSITY OF BREMEN   (Germany)

^b BINGHAMTON UNIVERSITY   (United States)

^c UNIVERSITY OF SIEGEN   (Germany)

Author keywords

62G20; Asymptotically linear estimator; Empirical estimator; Influence function; Linear autoregression; Markov chain model; Primary 62M05; Regular estimator; Reversible chain; Secondary 62G05; Symmetric chain

Indexed keywords

EID: 18044400832     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(01)00121-3     Document Type: Article

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