Asymptotic normality of maximum likelihood estimators for non-parametric markov chains
Basel M. Al-Eideh · Journal of Information and Optimization Sciences · 1996
Asymptotic properties of Maximum likelihood Estimators (MLEs) for the non-parametric and parametric Markov chains have been studied by Basawa and Rao (1980), Al-Eideh et. al. (1988) and others. In this paper we present a complete proof of the property of asymptotic normality of MLE’s for the non-parametric Markov chains. Some gaps and details must be filled out.