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Teoriya Veroyatnostei i ee Primeneniya, 1967, Volume 12, Issue 1, Pages 123–127
(Mi tvp691)
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Short Communications
Approximate Construction of Confidence Intervals for Parameters of Markov Chains
S. N. Garabedyan, J. V. Romanovsky Leningrad
Abstract:
The paper contains a method which is applicable to the Monte-Carlo estimation of parameters of Markov chains with great many states.
Received: 29.08.1966
Citation:
S. N. Garabedyan, J. V. Romanovsky, “Approximate Construction of Confidence Intervals for Parameters of Markov Chains”, Teor. Veroyatnost. i Primenen., 12:1 (1967), 123–127; Theory Probab. Appl., 12:1 (1967), 112–115
Linking options:
https://www.mathnet.ru/eng/tvp691 https://www.mathnet.ru/eng/tvp/v12/i1/p123
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Abstract page: | 439 | Full-text PDF : | 233 | First page: | 1 |
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