Complete sufficient statistics for Markov chains
Journal Title: Bulletin de la Société des sciences et des lettres de Łódź, Série: Recherches sur les déformations - Year 2017, Vol 0, Issue 1
Abstract
This paper presents a complete suffcient statistic for the class of Markov chains with a finite state S for some natural subspaces PZ of the set of all transition probabilities P. This statistic is the random transition count F for Markov chains with a fixed length and a fixed initial state. A summary of the recent results gives a brief exposition of completeness of F with some extra restrictions on the sets Z and S.
Authors and Affiliations
Agnieszka Palma
Keywords
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- EP ID EP236238
- DOI 10.26485/0459-6854/2017/67.1/2
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