Title :
Conditional probability and correlation coefficient estimators for a first order Bernoulli process
Author :
Sherman, Peter J.
Author_Institution :
Iowa State Univ., Ames, IA, USA
Abstract :
This work is concerned with estimation of parameters associated with a correlated binary state Markov chain, also known as a type of spike train process. The variance expressions for the natural estimators of the process mean, joint and conditional probabilities, and correlation coefficient are given. These estimators are shown to be maximum likelihood estimators.
Keywords :
Markov processes; maximum likelihood estimation; parameter estimation; signal processing; conditional probability; correlated binary state Markov chain; correlation coefficient estimators; first order Bernoulli process; maximum likelihood estimators; parameter estimation; spike train process; Accuracy; Algebra; Correlation; Markov processes; Maximum likelihood estimation; Random variables; Markov; conditional probability; correlated; spike train;
Conference_Titel :
Statistical Signal Processing Workshop (SSP), 2011 IEEE
Conference_Location :
Nice
Print_ISBN :
978-1-4577-0569-4
DOI :
10.1109/SSP.2011.5967805
