ML, PL, QL in Markov Chain Models

DOI10.1111/j.1467-9469.2007.00559.xzbMath1164.62037OpenAlexW2043741604MaRDI QIDQ3608252

Nils Lid Hjort, Cristiano Varin

Publication date: 28 February 2009

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2007.00559.x

zbMATH Keywords

asymptotic normalityquasi-likelihoodpseudo-likelihoodcomposite likelihoodDNA sequence evolutionasymptotic covariance

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05)

Related Items (9)

Robust parametric inference for finite Markov chains ⋮ Composite Likelihood Estimation of an Autoregressive Panel Ordered Probit Model with Random Effects ⋮ Sampling from correlated populations: optimal strategies and comparison study ⋮ On composite marginal likelihoods ⋮ Pairwise Likelihood Inference for General State Space Models ⋮ Pairwise likelihood inference for ordinal categorical time series ⋮ On full efficiency of the maximum composite likelihood estimator ⋮ Statistical Corrections of Invalid Correlation Matrices ⋮ Likelihood estimators for multivariate extremes

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