Estimating the Pólya process. Issue 19 (2nd October 2017)

• Record Type: Journal Article
• Authors: Feng, Yarong; Chen, Xing; Jia, Liyi; Song, Xiruo; Mahmoud, Hosam M.
• Is Part Of: Communications in statistics. Volume 46:Issue 19(2017)
• Page Start: 9397
• Page End: 9406
• Publication Date: 2017-10-02
• Subjects: Eigenvalue -- Estimator -- Pólya urn -- Stochastic process.; Primary: 62F10 -- Secondary: 60C05, 60G20.; Mathematical statistics -- Periodicals; Mathematics; Statistics; 519.2
• DOI: 10.1080/03610926.2016.1208242
• Languages: English
• ISSNs: 0361-0926

Abstract

ABSTRACT: Traditionally, a Pólya process is approached from a probability point of view. No prior inference work has been done on them. In this study, we approach the continuous-time Pólya process from an estimation point of view. We construct efficient estimators for the replacement matrix of certain classes of Pólya processes.