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Tagged with likelihood transition-matrix
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Estimating Markov chain transition probabilities from data
In a discrete time and space Markov chain, I know the formula to estimate the transition probabilities $$p_{ij} = \frac{n_{ij}}{\sum_{j \in S} n_{ij}}$$ I'm not sure however how you can find this is ...
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MLE for Markov Chains - intuitive explanation
could anyone please give me intuitive explanation what does below mean ?
Let say I have sequence:
a, b, a, b, b, b, a, b, b, a
By applying Markov Chains with MLE method in R package on below I get ...
