NONPARAMETRIC INFERENCE FOR MARKOV PROCESSES WITH MISSING ABSORBING STATE.
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DOI: 10.5705/ss.202017.0175
Abstract: This paper deals with the issue of nonparametric estimation of the transition probability matrix of a non-homogeneous Markov process with finite state space and partially observed absorbing state. We impose a missing at random assumption… read more here.
Keywords: nonparametric inference; inference markov; missing absorbing; state ... See more keywords