Markov models for digraph panel data: Monte Carlo-based derivative estimation
DOI10.1016/J.CSDA.2006.07.014zbMATH Open1162.62402OpenAlexW2096277197MaRDI QIDQ1020109FDOQ1020109
Tom A. B. Snijders, Michael Schweinberger
Publication date: 29 May 2009
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2006.07.014
control variatesvariance reductiondigraphscontinuous-time Markov processgradient estimationlikelihood ratio/score function method
Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05)
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Cited In (5)
- Maximum likelihood estimation for social network dynamics
- Statistical inference for continuous‐time Markov processes with block structure based on discrete‐time network data
- Network dynamics with a nested node set: Sociability in seven villages in Senegal
- Contemporaneous statistics for estimation in stochastic actor-oriented co-evolution models
- Assessing and accounting for time heterogeneity in stochastic actor oriented models
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