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

[1] B. Sagalovsky. "Adaptive ControZ and Parameter Estimation in Markov Chains: α Linear Case ". Internal Report USB/79/12, Univ. Simón Bolívar, Caracas, 1979. To appear, IEEE Trans.on Aut.Control, 1981. | Zbl 0479.93061

[2] P. Mandl, "Estimation and ControZ in Markov Chains ", Adv.Appl.Prob., 6, 40-60, 1979. | MR 339876 | Zbl 0281.60070

[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 566454 | Zbl 0416.93065

[4] J. Neveu, "Discrete-Parameter Martingales", North Holl. Pub. Co., 1975. | MR 402915 | Zbl 0345.60026

[5] W. Feller, "Introduction to Probability and its Applications", 3rd edition, Vol. 1, Wiley, 1968. | MR 228020 | Zbl 0039.13201