The information in aggregate data from Markov chains

DOI10.1093/BIOMET/71.3.419MaRDI QIDQ3683376zbMATHOpenAlexFDO

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

predictionpanel datatransition probabilitiesasymptotic efficiencyMarkov chainsloss of informationgeneralized least squares estimatoraggregate dataestimation of equilibrium distributionsk-state chainsmean occupancy numbers

Mathematics Subject Classification ID

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

Recommendations

• Estimation in Markov Models from Aggregate Data
• scientific article; zbMATH DE number 4209242
• Estimating and interpolating a Markov chain from aggregate data
• scientific article; zbMATH DE number 4044894
• Aggregation of Markov chains
• Estimation for aggregate models: The aggregate Markov chain
• On aggregated Markov processes

Cited in

(21)

• Identification and estimation of dynamic models with a time series of repeated cross-sections
• Age of information using Markov-renewal methods
• Estimating discrete Markov models from various incomplete data schemes
• Estimating Transition Probabilities from Aggregate Samples Plus Partial Transition Data
• A generalized chain binomial model with aggregated data
• Least-squares estimation of transition probabilities from aggregate data
• Estimation in Markov Models from Aggregate Data
• Estimating and interpolating a Markov chain from aggregate data
• On inference from Markov chain macro-data using transforms
• Estimation of finite probabilities via aggregation of Markov chains
• Some Results on the Estimation of a Higher Order Markov Chain
• The estimation of complete aggregation structures
• Missing link survival analysis with applications to available pandemic data
• MTD models for aggregate data from higher order Markov chains
• Estimating demographic parameters using hidden process dynamic models
• 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
• scientific article; zbMATH DE number 4020279 (Why is no real title available?)
• Estimation from aggregate data
• Ridge regression for estimation of transition probabilities from aggregate data
• Estimation for aggregate models: The aggregate Markov chain

This page was built for publication: The information in aggregate data from Markov chains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3683376)