ML, PL, QL in Markov Chain Models

DOI10.1111/J.1467-9469.2007.00559.XMaRDI QIDQ3608252zbMATH OpenOpenAlexFDO

Authors 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 normalitycomposite likelihoodpseudo-likelihoodquasi-likelihoodDNA sequence evolutionasymptotic covariance

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3174032 (Why is no real title available?)
• scientific article; zbMATH DE number 3701980 (Why is no real title available?)
• scientific article; zbMATH DE number 3493681 (Why is no real title available?)
• A Composite Likelihood Approach to Binary Spatial Data
• A composite likelihood approach to multivariate survival data
• A note on pseudolikelihood constructed from marginal densities
• A pairwise likelihood approach to estimation in multilevel probit models
• A serially correlated gamma frailty model for longitudinal count data
• Approximate Likelihood Methods for Estimating Local Recombination Rates
• Asynchronous Distance between Homologous DNA Sequences
• Estimation of evolutionary distances between homologous nucleotide sequences.
• Pairwise likelihood approach to grouped continuous model and its extension
• Pairwise likelihood inference in spatial generalized linear mixed models
• Pairwise likelihood methods for inference in image models
• Regression theory for categorical time series
• Statistical Inference about Markov Chains
• Statistical Inference in Evolutionary Models of DNA Sequences via the EM Algorithm
• Statistical Methods in Markov Chains

Cited in

(11)

• Pairwise Likelihood Inference for General State Space Models
• Composite Likelihood Estimation of an Autoregressive Panel Ordered Probit Model with Random Effects
• Robust parametric inference for finite Markov chains
• Markov chain composite likelihood and its application in genetic recombination model
• Pairwise likelihood inference for ordinal categorical time series
• scientific article; zbMATH DE number 2102889 (Why is no real title available?)
• Likelihood estimators for multivariate extremes
• On composite marginal likelihoods
• On full efficiency of the maximum composite likelihood estimator
• Statistical corrections of invalid correlation matrices
• Sampling from correlated populations: optimal strategies and comparison study

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