Least-squares estimation of transition probabilities from aggregate data (Q3339973)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least-squares estimation of transition probabilities from aggregate data |
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Least-squares estimation of transition probabilities from aggregate data (English)
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1984
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Markov chain
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transition probability matrix
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aggregate data
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conditional least squares
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weighted least-squares estimator
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