Estimation of Time-Varying Markov Processes with Aggregate Data

DOI10.2307/1913295zbMath0364.62084OpenAlexW2000637545MaRDI QIDQ4139524

Elizabeth Chase MacRae

Publication date: 1977

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1913295

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

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