no. 19
Maximum likelihood estimation for discrete-time processes with finite state space ; a linear case
Annales scientifiques de l'Université de Clermont. Mathématiques, Tome 69 (1981) no. 19, pp. 229-236. 
@article{ASCFM_1981__69_19_229_0,
     author = {Sagalovsky, B.},
     title = {Maximum likelihood estimation for discrete-time processes with finite state space ; a linear case},
     journal = {Annales scientifiques de l'Universit\'e de Clermont. Math\'ematiques},
     pages = {229--236},
     publisher = {UER de Sciences exactes et naturelles de l'Universit\'e de Clermont},
     volume = {69},
     number = {19},
     year = {1981},
     mrnumber = {645581},
     zbl = {0497.93036},
     language = {en},
     url = {http://www.numdam.org/item/ASCFM_1981__69_19_229_0/}
}
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Sagalovsky, B. Maximum likelihood estimation for discrete-time processes with finite state space ; a linear case. Annales scientifiques de l'Université de Clermont. Mathématiques, Tome 69 (1981) no. 19, pp. 229-236. http://www.numdam.org/item/ASCFM_1981__69_19_229_0/

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[2] P. Mandl, "Estimation and ControZ in Markov Chains ", Adv.Appl.Prob., 6, 40-60, 1979. | MR | Zbl

[3] V. Borkar, P. Varaiya, "Adaptive ControZ of Markov Chains . I: Finite Parameter- Set", IEEE Trans. on Aut. Control, AC-24, 953-958, 1979. | MR | Zbl

[4] J. Neveu, "Discrete-Parameter Martingales", North Holl. Pub. Co., 1975. | MR | Zbl

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