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

Author

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  • Paszkiewicz, Adam

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.

Suggested Citation

  • Paszkiewicz, Adam, 2006. "When transition count for a Markov chains is a complete sufficient statistic," Statistics & Probability Letters, Elsevier, vol. 76(8), pages 757-763, April.
    • Handle: RePEc:eee:stapro:v:76:y:2006:i:8:p:757-763
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