Dear AllStaters
I have a problem which requires that I make inferences about
the parameters of a a two-state Markov process (or ideally a
two-state semi-Markov process) from point samples taken
from the process.
As I understand it, this results in a two-state Markov chain
which can then be used to make inferences about the
original two-state Markov process.
I was hoping that a list member could point me to a good
reference about inferences for Markov processes using
Markov chains. Or, if my understanding of the situation make
a few suggestions which may help me out.
Additionally references to optimal sampling of a Markov (or
semi Markov) process would also be greatly appreciated.
Thank you in advance for you thoughtful consideration.
Dan
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