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Teor. Veroyatnost. i Primenen., 1967, Volume 12, Issue 1, Pages 123–127 (Mi tvp691)  

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.

Full text: PDF file (324 kB)

English version:
Theory of Probability and its Applications, 1967, 12:1, 112–115

Bibliographic databases:

Received: 29.08.1966

Citation: S. N. Garabedyan, J. V. Romanovsky, “Approximate Construction of Confidence Intervals for Parameters of Markov Chains”, Teor. Veroyatnost. i Primenen., 12:1 (1967), 123–127; Theory Probab. Appl., 12:1 (1967), 112–115

Citation in format AMSBIB
\Bibitem{GarRom67}
\by S.~N.~Garabedyan, J.~V.~Romanovsky
\paper Approximate Construction of Confidence Intervals for Parameters of Markov Chains
\jour Teor. Veroyatnost. i Primenen.
\yr 1967
\vol 12
\issue 1
\pages 123--127
\mathnet{http://mi.mathnet.ru/tvp691}
\mathscinet{http://www.ams.org/mathscinet-getitem?mr=208730}
\zmath{https://zbmath.org/?q=an:0162.49702|0146.40804}
\transl
\jour Theory Probab. Appl.
\yr 1967
\vol 12
\issue 1
\pages 112--115
\crossref{https://doi.org/10.1137/1112012}


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