Pages that link to "Item:Q3218964"
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The following pages link to Maximum Likelihood Estimation in the Mover-Stayer Model (Q3218964):
Displaying 13 items.
- A dynamic Mover-Stayer model for recurrent event processes subject to resolution (Q509836) (← links)
- A class of models for multiple binary sequences under the hypothesis of Markov exchangeability (Q1952019) (← links)
- Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path (Q2146463) (← links)
- Recent developments in consumer credit risk assessment (Q2643976) (← links)
- A Conditional Markov Model for Clustered Progressive Multistate Processes under Incomplete Observation (Q3442974) (← links)
- A Bivariate Mover–Stayer Model for Interval-Censored Recurrent Event Data: Application to Joint Damage in Rheumatology (Q3652672) (← links)
- Estimation and status prediction in a discrete mover‐stayer model with covariate effects on stayer's probability (Q4627149) (← links)
- A Mover–Stayer Model for Longitudinal Marker Data (Q4668344) (← links)
- Estimating Transition Probabilities from Aggregate Samples Plus Partial Transition Data (Q4670426) (← links)
- REGRESSION MODELS FOR NON‐STATIONARY CATEGORICAL TIME SERIES (Q4725560) (← links)
- Distributional Properties of the Mixture of Continuous-Time Absorbing Markov Chains Moving at Different Speeds (Q5113877) (← links)
- Flexible parametric multistate modelling of employment history (Q5142245) (← links)
- A Mixed Mover–Stayer Model for Spatiotemporal Two‐State Processes (Q5434921) (← links)
