When transition count for a Markov chains is a complete sufficient statistic

Adam Paszkiewicz

Statistics & Probability Letters, 2006, vol. 76, issue 8, 757-763

Abstract: The random transition count for Markov chains with a fixed length is not a complete statistic for some natural classes of Markov chains. But this statistic is always complete for "Markov bridge", when the initial and the final state are fixed.

Keywords: Markov; chain; Random; transition; count; Complete; statistic (search for similar items in EconPapers)
Date: 2006
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