Markov Models for disease progression are common in medical decision making (see references below). The parameters in a Markov model can be estimated by observing the time it takes patients in any ...

This is a preview. Log in through your library . Abstract This paper considers maximum likelihood (ML) estimation in a large class of models with hidden Markov regimes. We investigate consistency of ...

We derive necessary and sufficient conditions for the existence of bounded or summable solutions to systems of linear equations associated with Markov chains. This substantially extends a famous ...