Estimation of Time-Independent Markov Processes with Aggregate Data: A Comparison of Techniques
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Publication:3932169
DOI10.2307/1913325zbMath0476.62071MaRDI QIDQ3932169
Publication date: 1981
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1913325
62P20: Applications of statistics to economics
62M05: Markov processes: estimation; hidden Markov models
90C20: Quadratic programming
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