Entry and exit in markov-process models estimated from macro data, with applications to shifts between advertising media

DOI10.1080/00949659408811612zbMath0832.62075OpenAlexW2072322047MaRDI QIDQ4864217

Christina M. L. Kelton

Publication date: 29 January 1996

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659408811612

zbMATH Keywords

entryexitsimulation experimentsclosure statemedia-share predictionmacro aggregate-frequency datarestricted least-squares estimation

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Marketing, advertising (90B60)

Uses Software

• Unnamed Item

Cites Work

• Unnamed Item
• Statistical Inference about Markov Chains
• Tests of Equality Between Sets of Coefficients in Two Linear Regressions
• The information in aggregate data from Markov chains
• Development of Specific hypothesis tests for estimated markov chains
• Estimation of Time-Varying Markov Processes with Aggregate Data
• Test Statistics for Simple MARKOV Chains. A Monte Carlo Study
• Closure–state specification for markov–process models with incomplete micro data

This page was built for publication: Entry and exit in markov-process models estimated from macro data, with applications to shifts between advertising media