The least squares estimation of the transition probabilities of binary processes on the basis of sample paths (Q802262)
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| Language | Label | Description | Also known as |
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| English | The least squares estimation of the transition probabilities of binary processes on the basis of sample paths |
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The least squares estimation of the transition probabilities of binary processes on the basis of sample paths (English)
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1983
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We consider the weighted least squares estimation of the transition probabilities of binary processes on the basis of given sample paths in connection with log linear and logistic model analyses. We investigate, in particular, its effectiveness in the analyses supported by a Bayesian method with a smoothness prior over the time domain.
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log linear model
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weighted least squares estimation
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transition probabilities of binary processes
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given sample paths
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logistic model
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time domain
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