Abstract/Details

Estimation of the stationary distribution of Markov chains


2004 2004

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Abstract (summary)

In this dissertation we introduce a new estimator of the stationary probability measure of Markov processes, in the case where the transition structure depends on an unknown parameter. We prove that the proposed estimator is consistent and asymptotically normally distributed. Then we apply these ideas to Lindley processes and demonstrate via simulations the potential applicability of our estimator.

Indexing (details)


Subject
Statistics
Classification
0463: Statistics
Identifier / keyword
Pure sciences, Lindley processes, Markov chains, Stationary distribution, Transition structure
Title
Estimation of the stationary distribution of Markov chains
Author
Garibotti, Gilda
Number of pages
99
Publication year
2004
Degree date
2004
School code
0118
Source
DAI-B 65/01, Dissertation Abstracts International
Place of publication
Ann Arbor
Country of publication
United States
Advisor
Horowitz, Joseph
University/institution
University of Massachusetts Amherst
University location
United States -- Massachusetts
Degree
Ph.D.
Source type
Dissertations & Theses
Language
English
Document type
Dissertation/Thesis
Dissertation/thesis number
3118300
ProQuest document ID
305176797
Copyright
Database copyright ProQuest LLC; ProQuest does not claim copyright in the individual underlying works.
Document URL
http://search.proquest.com/docview/305176797
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