Least-squares estimation of transition probabilities from aggregate data

DOI10.2307/3314745MaRDI QIDQ3339973zbMATH OpenOpenAlexFDO

Authors Jerald F. Lawless, John D. Kalbfleisch

Publication date 1984

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3314745

zbMATH Keywords

aggregate dataconditional least squaresMarkov chaintransition probability matrixweighted least-squares estimator

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Markov processes: estimation; hidden Markov models (62M05)

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Cites work

• Dependent central limit theorems and invariance principles
• Estimation for aggregate models: The aggregate Markov chain
• Estimation in Markov Models from Aggregate Data
• Finite Markov processes in psychology
• scientific article; zbMATH DE number 3574760 (Why is no real title available?)
• scientific article; zbMATH DE number 3240796 (Why is no real title available?)
• scientific article; zbMATH DE number 3318337 (Why is no real title available?)
• Least squares estimation in finite Markov processes
• On conditional least squares estimation for stochastic processes
• On Regular Best Asymptotically Normal Estimates
• On the estimation of the parameters of Markov probability models using macro data
• Statistical Inference about Markov Chains
• The information in aggregate data from Markov chains

Cited in

(23)

• Estimating discrete Markov models from various incomplete data schemes
• Ensemble-based method for the inverse Frobenius-Perron operator problem: data-driven global analysis from spatiotemporal ``movie data
• Forecasting credit portfolio components with a Markov chain model
• MTD models for aggregate data from higher order Markov chains
• Measure of state's importance and its estimation from migration data
• Estimation in Markov Models from Aggregate Data
• Estimation for aggregate models: The aggregate Markov chain
• Development of Specific hypothesis tests for estimated markov chains
• scientific article; zbMATH DE number 4020279 (Why is no real title available?)
• Inférence statistique dans les processus stochastiques: Aperçu historique
• scientific article; zbMATH DE number 1254177 (Why is no real title available?)
• Estimating Markov transition matrices using uncertain observed states
• Estimating Transition Probabilities from Aggregate Samples Augmented by Haphazard Recaptures
• On the estimation of multidimensional demographic models with population registration data
• Estimation of Finite Population Transition Probability Matrix Based on Two Stage Sampling Design
• Estimation from aggregate data
• Estimating and interpolating a Markov chain from aggregate data
• Estimating Transition Probabilities from Aggregate Samples Plus Partial Transition Data
• Inference on partially observed quasi-stationary Markov chains with applications to multistate population models
• Ridge regression for estimation of transition probabilities from aggregate data
• On inference from Markov chain macro-data using transforms
• Reverse mortgages with long-term care cost coverage: the role of health state granularity in valuing prepayment options
• The least squares estimation of the transition probabilities of binary processes on the basis of sample paths

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