Empirical Bayes Estimators for a Finite Markov Chain
基于Anderson & Goodman (1957)的结果，为有限平稳马尔可夫链的转移概率开发了经验贝叶斯估计量，并推导了其渐近性质。
Using results of Anderson & Goodman (1957), we develop empirical Bayes estimates for the transition probabilities of a finite stationary Markov chain. Some asymptotic properties of these estimators are also derived.