Maximum Likelihood Estimation in the Mover-Stayer Model

DOI10.2307/2288410zbMath0555.62069MaRDI QIDQ3218964

Halina Frydman

Publication date: 1984

Full work available at URL: https://doi.org/10.2307/2288410

zbMATH Keywords

maximum likelihood estimatorsstrong consistencymultiwave panel datamover-stayer modelmixture of two independent Markov chains

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62M05: Markov processes: estimation; hidden Markov models

62M02: Markov processes: hypothesis testing

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