The information in aggregate data from Markov chains

DOI10.1093/BIOMET/71.3.419MaRDI QIDQ3683376zbMATH OpenOpenAlexFDO

Authors Jerald F. Lawless, Donald L. McLeish

Publication date 1984

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/71.3.419

zbMATH Keywords

aggregate dataasymptotic efficiencyestimation of equilibrium distributionsgeneralized least squares estimatork-state chainsloss of informationMarkov chainsmean occupancy numberspanel datapredictiontransition probabilities

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes and prediction (62M20)

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(23)

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• Estimating discrete Markov models from various incomplete data schemes
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• A generalized chain binomial model with aggregated data
• Least-squares estimation of transition probabilities from aggregate data
• Estimation in Markov Models from Aggregate Data
• Some Results on the Estimation of a Higher Order Markov Chain
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• Estimating Transition Probabilities from Aggregate Samples Augmented by Haphazard Recaptures
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• Inference on partially observed quasi-stationary Markov chains with applications to multistate population models
• Entry and exit in markov-process models estimated from macro data, with applications to shifts between advertising media
• Ridge regression for estimation of transition probabilities from aggregate data
• On inference from Markov chain macro-data using transforms
• Age of information using Markov-renewal methods
• Identification and estimation of dynamic models with a time series of repeated cross-sections
• Incidence estimation using a single cross-sectional age-specific prevalence survey with differential mortality

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