Estimation of the Parameters in Short Markov Sequences
Journal of the Royal Statistical Society: Series B (Statistical Methodology) · 1963 · Volume 25 · Issue 1
DOI: 10.1111/j.2517-6161.1963.tb00501.x
Abstract
A parametric representation of a two-state Markov process is given which enables the maximum-likelihood estimates of the two parameters to be found without iteration.
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