Maximum Likelihood Estimation in the Mover-Stayer Model
From MaRDI portal
Publication:3218964
DOI10.2307/2288410zbMath0555.62069OpenAlexW4248548277MaRDI QIDQ3218964
Publication date: 1984
Full work available at URL: https://doi.org/10.2307/2288410
maximum likelihood estimatorsstrong consistencymultiwave panel datamover-stayer modelmixture of two independent Markov chains
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Markov processes: hypothesis testing (62M02)
Related Items (13)
A Conditional Markov Model for Clustered Progressive Multistate Processes under Incomplete Observation ⋮ Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path ⋮ Recent developments in consumer credit risk assessment ⋮ Distributional Properties of the Mixture of Continuous-Time Absorbing Markov Chains Moving at Different Speeds ⋮ A class of models for multiple binary sequences under the hypothesis of Markov exchangeability ⋮ Estimation and status prediction in a discrete mover‐stayer model with covariate effects on stayer's probability ⋮ Flexible parametric multistate modelling of employment history ⋮ A dynamic Mover-Stayer model for recurrent event processes subject to resolution ⋮ A Mover–Stayer Model for Longitudinal Marker Data ⋮ Estimating Transition Probabilities from Aggregate Samples Plus Partial Transition Data ⋮ A Mixed Mover–Stayer Model for Spatiotemporal Two‐State Processes ⋮ REGRESSION MODELS FOR NON‐STATIONARY CATEGORICAL TIME SERIES ⋮ A Bivariate Mover–Stayer Model for Interval-Censored Recurrent Event Data: Application to Joint Damage in Rheumatology
This page was built for publication: Maximum Likelihood Estimation in the Mover-Stayer Model