On the estimation of the parameters of Markov probability models using macro data

DOI10.1214/AOS/1176346058MaRDI QIDQ1838010zbMATH OpenOpenAlexFDO

Authors Adriaan P. van der Plas

Publication date 1983

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

Full work available at URL https://doi.org/10.1214/aos/1176346058

zbMATH Keywords

asymptotic normalitystrong consistencyalmost sure convergenceconditional least squares estimatorgrouped chainmacro data

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cited in

(5)

• Least-squares estimation of transition probabilities from aggregate data
• On inference from Markov chain macro-data using transforms
• Shape-preserving prediction for stationary functional time series
• On the estimation of multidimensional demographic models with population registration data
• Estimation for aggregate models: The aggregate Markov chain

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