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I want to estimate model transition matrix for a process (Markov chain). How much observiations of state do I need? I would prefer this as a function dependent on $n$, where $n$ is number of possible states.

Also, see my new question How can I compare two Markov processes?

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    @Daenerys Was this a necessary edit? Was it even useful? Better leave some questions sleep, don't you think?2014-07-05

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