Estimating a Markov Transition Matrix from Observational Data
提出一种从观测数据估计马尔可夫链转移矩阵的方法,适用于运筹学、计量经济学和统计学等领域的实证研究。
Chris Sherlaw-Johnson, Steve Gallivan, Jim Burridge, Estimating a Markov Transition Matrix from Observational Data, The Journal of the Operational Research Society, Vol. 46, No. 3 (Mar., 1995), pp. 405-410