Estimation of unobserved counts from partially observed multinomial distributions

DOI10.1016/S0167-7152(96)00186-1zbMath0899.62105MaRDI QIDQ1380653

S. G. Sajjan, Ishwar V. Basawa

Publication date: 17 November 1998

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

zbMATH Keywords

maximum likelihood estimatespanel databest linear unbiased predictorsinference for multinormal distributionsprediction mean-squared error approximation

Mathematics Subject Classification ID

Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05)

Related Items (1)

Inference for 2-D GARCH models

Cites Work

• Asymptotic distributions of prediction errors and related tests of fit for nonstationary processes
• Statistical Inference about Markov Chains
• Decomposition of Prediction Error
• Mean Squared Error of Estimation or Prediction Under a General Linear Model
• The Lindeberg-Levy Theorem for Martingales
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