Approximate Construction of Confidence Intervals for Parameters of Markov Chains
Teoriâ veroâtnostej i ee primeneniâ, Tome 12 (1967) no. 1, pp. 123-127
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The paper contains a method which is applicable to the Monte-Carlo estimation of parameters of Markov chains with great many states.
@article{TVP_1967_12_1_a11,
author = {S. N. Garabedyan and J. V. Romanovsky},
title = {Approximate {Construction} of {Confidence} {Intervals} for {Parameters} of {Markov} {Chains}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {123--127},
year = {1967},
volume = {12},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1967_12_1_a11/}
}
TY - JOUR AU - S. N. Garabedyan AU - J. V. Romanovsky TI - Approximate Construction of Confidence Intervals for Parameters of Markov Chains JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1967 SP - 123 EP - 127 VL - 12 IS - 1 UR - http://geodesic.mathdoc.fr/item/TVP_1967_12_1_a11/ LA - ru ID - TVP_1967_12_1_a11 ER -
S. N. Garabedyan; J. V. Romanovsky. Approximate Construction of Confidence Intervals for Parameters of Markov Chains. Teoriâ veroâtnostej i ee primeneniâ, Tome 12 (1967) no. 1, pp. 123-127. http://geodesic.mathdoc.fr/item/TVP_1967_12_1_a11/