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Existence and uniqueness of the solution of the likelihood equations for binary Markov chains

Author

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  • Bisgaard, Søren
  • Travis, Laurel E.

Abstract

The two-state Markov chain is a useful model when analyzing binary data that may be serially correlated. The equations likelihood equations for this model are two intersecting conics, and several solutions could be anticipated. However, we prove the existence and uniqueness of the solution, and give a simple method for numerical solution.

Suggested Citation

  • Bisgaard, Søren & Travis, Laurel E., 1991. "Existence and uniqueness of the solution of the likelihood equations for binary Markov chains," Statistics & Probability Letters, Elsevier, vol. 12(1), pages 29-35, July.
    • Handle: RePEc:eee:stapro:v:12:y:1991:i:1:p:29-35
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    Cited by:

    1. Valérie Girardin & André Sesboüé, 2009. "Comparative Construction of Plug-in Estimators of the Entropy Rate of Two-state Markov Chains," Methodology and Computing in Applied Probability, Springer, vol. 11(2), pages 181-200, June.

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