Estimation of transition probabilities of n'th order Markov chains from aggregate time series data
Gunnar Rosenqvist. Svenska Handelshögskolan. Swedish School of Economics and Business Administration. Forskningsinstitutet vid Svenska Handelshögskolan
| Year of publication: |
1981
|
|---|---|
| Authors: | Rosenqvist, Gunnar |
| Publisher: |
[Helsingfors] |
| Subject: | Statistik | Zeitreihenanalyse | Stochastische Prozesse | Theorie | Theory | Time series analysis | Markov-Kette | Markov chain | Wahrscheinlichkeitsrechnung | Probability theory | Schätzung | Estimation |
| Extent: | 19 Bl. 4° |
|---|---|
| Series: | Meddelanden, Working papers ; 65 (1981) |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | ISSN 0357-4598 |
| ISBN: | 951-555-128-5 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003629180