Markov models for digraph panel data: Monte Carlo-based derivative estimation

DOI10.1016/j.csda.2006.07.014zbMath1162.62402OpenAlexW2096277197MaRDI QIDQ1020109

Tom A. B. Snijders, Michael Schweinberger

Publication date: 29 May 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2006.07.014

zbMATH Keywords

digraphsvariance reductioncontrol variatescontinuous-time Markov processgradient estimationlikelihood ratio/score function method

Mathematics Subject Classification ID

Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05)

Related Items (5)

Contemporaneous statistics for estimation in stochastic actor-oriented co-evolution models ⋮ Network dynamics with a nested node set: Sociability in seven villages in Senegal ⋮ Statistical inference for continuous‐time Markov processes with block structure based on discrete‐time network data ⋮ Assessing and accounting for time heterogeneity in stochastic actor oriented models ⋮ Maximum likelihood estimation for social network dynamics

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