Teor. Veroyatnost. i Primenen., 1967 Volume 12, Issue 1, Pages 123–127
(Mi tvp691)
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Short Communications
Approximate Construction of Confidence Intervals for Parameters of Markov Chains
S. N. Garabedyan,
J. V. Romanovsky Leningrad
Abstract:
The paper contains a method which is applicable to the Monte-Carlo estimation of parameters of Markov chains with great many states.
Received: 29.08.1966
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