Estimation of transition probabilities of n'th order Markov chains from aggregate time series data
By: Gunnar Rosenqvist.
Series: Swedish School of Economics and Business Administration working papers,; 65; Meddelanden från Svenska handelshögskolan ;; 65.
Publisher: Swedish School of Economics and Business Administration
Published: 1981
Place of publication: [Helsinki]
Language: eng
Number of pages: 19
Subjects: Markov processes.; Time-series analysis.; Probabilities.; Estimation theory.
Notes: Bibliography: leaf 19.