The information in aggregate data from Markov chains

DOI10.1093/biomet/71.3.419zbMath0567.62072OpenAlexW2072249653MaRDI QIDQ3683376

Jerald F. Lawless, Donald L. McLeish

Publication date: 1984

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/71.3.419

zbMATH Keywords

predictionMarkov chainsasymptotic efficiencypanel datatransition probabilitiesloss of informationgeneralized least squares estimatoraggregate dataestimation of equilibrium distributionsk-state chainsmean occupancy numbers

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and prediction (62M20) Markov processes: estimation; hidden Markov models (62M05)

Related Items (11)

Some Results on the Estimation of a Higher Order Markov Chain ⋮ Estimating discrete Markov models from various incomplete data schemes ⋮ Entry and exit in markov-process models estimated from macro data, with applications to shifts between advertising media ⋮ Estimating demographic parameters using hidden process dynamic models ⋮ Estimation from aggregate data ⋮ Inference on partially observed quasi-stationary Markov chains with applications to multistate population models ⋮ Identification and estimation of dynamic models with a time series of repeated cross-sections ⋮ On inference from Markov chain macro-data using transforms ⋮ Least-squares estimation of transition probabilities from aggregate data ⋮ Missing link survival analysis with applications to available pandemic data ⋮ Estimation for aggregate models: The aggregate Markov chain

This page was built for publication: The information in aggregate data from Markov chains