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

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.

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Bibliographic Details
Published inStatistics & probability letters Vol. 76; no. 8; pp. 757 - 763
Main Author Paszkiewicz, Adam
Format Journal Article
LanguageEnglish
Published Amsterdam Elsevier B.V 15.04.2006
Elsevier
SeriesStatistics & Probability Letters
Subjects
Complete statistic
Exact sciences and technology
Markov chain
Markov chain Random transition count Complete statistic
Markov processes
Mathematics
Probability and statistics
Probability theory and stochastic processes
Random transition count
Sciences and techniques of general use
Markov chain
Complete statistic
Random transition count
Statistical method
Probability theory
Complete class
Random transition
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Summary: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.
ISSN:0167-7152
1879-2103
DOI:10.1016/j.spl.2005.09.010