REGRESSION ANALYSIS IN MARKOV CHAIN
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زبان مدرک
Englishچکیده
In a finite stationary Markov chain, transition probabilities may depend on some explanatoryvariables. A similar problem has been considered here. The corresponding posteriors are derived andinferences are done using these posteriors. Finally, the procedure is illustrated with a real example.
کلید واژگان
BayesEmpirical Bayes
estimation
Markov chain
maximum likelihood
Regression
transition probability matrix
شماره نشریه
3تاریخ نشر
2006-12-011385-09-10
ناشر
Springerسازمان پدید آورنده
Department of Statistics, Shahid Beheshti University, Evin, Tehran, 19838, I. R. of IranDepartment of Statistics, Shahid Beheshti University, Evin, Tehran, 19838, I. R. of Iran
