Maximum likelihood estimation for Markov processes

B. L. S. Prakasa Rao

doi:10.1007/bf02479763

Maximum likelihood estimation for Markov processes

Annals of the Institute of Statistical Mathematics ◽

10.1007/bf02479763 ◽

1972 ◽

Vol 24 (1) ◽

pp. 333-345 ◽

Cited By ~ 15

Author(s):

B. L. S. Prakasa Rao

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Markov Processes ◽

Likelihood Estimation

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Maximum likelihood estimation for general hidden semi-Markov processes with backward recurrence time dependence

Journal of Mathematical Sciences ◽

10.1007/s10958-009-9675-9 ◽

2009 ◽

Vol 163 (3) ◽

pp. 262-274 ◽

Cited By ~ 6

Author(s):

S. Trevezas ◽

N. Limnios

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Time Dependence ◽

Markov Processes ◽

Likelihood Estimation ◽

Recurrence Time ◽

Semi Markov Processes ◽

Backward Recurrence Time

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Consistency and asymptotic normality of maximum likelihood estimation for Gaussian Markov processes from discrete observations

Metrika ◽

10.1007/bf02613898 ◽

1996 ◽

Vol 43 (1) ◽

pp. 69-90

Author(s):

Birgit Gaschler

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Asymptotic Normality ◽

Markov Processes ◽

Likelihood Estimation ◽

Discrete Observations ◽

Consistency And Asymptotic Normality

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Maximum likelihood estimation for generalized semi-markov processes

Discrete Event Dynamic Systems ◽

10.1007/bf01796784 ◽

1996 ◽

Vol 6 (1) ◽

pp. 73-104 ◽

Cited By ~ 1

Author(s):

Halim Damerdji

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Markov Processes ◽

Likelihood Estimation ◽

Semi Markov Processes

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Maximum likelihood estimation of hidden Markov processes

The Annals of Applied Probability ◽

10.1214/aoap/1069786500 ◽

2003 ◽

Vol 13 (4) ◽

pp. 1296-1312 ◽

Cited By ~ 7

Author(s):

Peter Lakner ◽

Halina Frydman

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Markov Processes ◽

Hidden Markov ◽

Likelihood Estimation ◽

Hidden Markov Processes

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Maximum likelihood estimation of aggregated Markov processes

Proceedings of The Royal Society B Biological Sciences ◽

10.1098/rspb.1997.0054 ◽

1997 ◽

Vol 264 (1380) ◽

pp. 375-383 ◽

Cited By ~ 213

Author(s):

Feng Qin ◽

Anthony Auerbach ◽

Frederick Sachs

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Markov Processes ◽

Likelihood Estimation

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SEQUENTIAL SAMPLING AND MAXIMUM LIKELIHOOD ESTIMATION

Communications in Statistics - Simulation and Computation ◽

10.1080/03610917308548240 ◽

1973 ◽

Vol 1 (6) ◽

pp. 567-568

Author(s):

R. L. Sielken

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Sequential Sampling ◽

Likelihood Estimation

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Approximate Maximum Likelihood Estimation Using a 3D GNSS Simulator for Positioning in MP/NLOS Conditions

Proceedings of the 30th International Technical Meeting of The Satellite Division of the Institute of Navigation (ION GNSS+ 2017) ◽

10.33012/2017.15213 ◽

2017 ◽

Cited By ~ 2

Author(s):

Nabil Kbayer ◽

Mohamed Sahmoudi ◽

H�ctor Ortega ◽

C�dric Rouch

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Approximate Maximum Likelihood

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Constrained Maximum Likelihood Estimation of Initial Population Statistics from an Ensemble of Kalman Smoother Estimates

10.23919/acc.1983.4788083 ◽

1983 ◽

Cited By ~ 1

Author(s):

David R. Haley ◽

David W. Porter ◽

William S. Levine

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Initial Population ◽

Population Statistics ◽

Kalman Smoother ◽

Constrained Maximum Likelihood Estimation ◽

Constrained Maximum Likelihood

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Restricted Maximum Likelihood Estimation of Heritabilities for Carcass Traits in the Base and Current Populations of Japanese Black Cattle

Nihon Chikusan Gakkaiho ◽

10.2508/chikusan.65.720 ◽

1994 ◽

Vol 65 (8) ◽

pp. 720-725 ◽

Cited By ~ 2

Author(s):

Kazuyuki MORIYA ◽

Taiji DOHOGO ◽

Yoshiyuki SASAKI

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Carcass Traits ◽

Likelihood Estimation ◽

Restricted Maximum Likelihood ◽

Japanese Black Cattle ◽

Restricted Maximum Likelihood Estimation

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Low order equivalent models of highly augmented aircraft determined from flight data using maximum likelihood estimation

10.2514/6.1980-1627 ◽

1980 ◽

Cited By ~ 2

Author(s):

M. SHAFER

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Flight Data ◽

Equivalent Models ◽

Low Order

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