MTD models for aggregate data from higher order Markov chains

DOI10.1016/J.SPL.2014.02.002MaRDI QIDQ2453889zbMATH OpenOpenAlexFDO

Authors Inderdeep Kaur

Publication date 11 June 2014

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2014.02.002

zbMATH Keywords

conditional least squaresmultinomial thinning

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

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Cites work

• scientific article; zbMATH DE number 3174032 (Why is no real title available?)
• scientific article; zbMATH DE number 3954111 (Why is no real title available?)
• scientific article; zbMATH DE number 469337 (Why is no real title available?)
• scientific article; zbMATH DE number 3318337 (Why is no real title available?)
• A New Class of Autoregressive Models for Time Series of Binomial Counts
• Estimation for aggregate models: The aggregate Markov chain
• Least-squares estimation of transition probabilities from aggregate data
• On conditional least squares estimation for stochastic processes
• Some Results on the Estimation of a Higher Order Markov Chain

Cited in

(1)

• A Novel Estimation Approach for Mixture Transition Distribution Model in High-Order Markov Chains

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