Estimation of Time-Independent Markov Processes with Aggregate Data: A Comparison of Techniques

DOI10.2307/1913325zbMath0476.62071OpenAlexW1986477235MaRDI QIDQ3932169

Christina M. L. Kelton

Publication date: 1981

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1913325

zbMATH Keywords

nonlinear least squares procedure

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Markov processes: estimation; hidden Markov models (62M05) Quadratic programming (90C20)

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