MTD models for aggregate data from higher order Markov chains

DOI10.1016/J.SPL.2014.02.002zbMATH Open1288.62119OpenAlexW2055671647MaRDI QIDQ2453889FDOQ2453889

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

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zbMATH Keywords

conditional least squaresmultinomial thinning

Mathematics Subject Classification ID

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

Cites Work

• On conditional least squares estimation for stochastic processes
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• Least-squares estimation of transition probabilities from aggregate data
• A New Class of Autoregressive Models for Time Series of Binomial Counts
• Estimation for aggregate models: The aggregate Markov chain
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• Title not available (Why is that?)
• 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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