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