A Review of Statistical Inference Problems on Markov Processes
- 164pagine
- 6 ore di lettura
Focusing on statistical inference in Markov processes, this book aims to equip graduate students and researchers with essential skills in estimation theory and hypothesis testing for discrete Markov chains. It offers a thorough survey of key results, including complete proofs of significant findings like the asymptotic properties of maximum likelihood estimators, ensuring clarity without cross-referencing. Additionally, the text reviews hypothesis tests for absorbing chains and presents minor contributions through the generalization and extension of existing results.
