Stayers in mixed Markov renewal models

DOI10.1016/S0167-9473(97)00017-0zbMath0900.60097OpenAlexW1963535258MaRDI QIDQ1390888

D. Massart

Publication date: 22 July 1998

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

Full work available at URL: https://doi.org/10.1016/s0167-9473(97)00017-0

zbMATH Keywords

EM algorithmMonte Carlo simulationMarkov modelGeneralized linear modelsRandom effect models

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

Stayers in mixed Markov renewal models

Uses Software

• Fahrmeir

Cites Work

• New methods for analyzing structural models of labor force dynamics
• Multivariate statistical modelling based on generalized linear models. With contributions by Wolfgang Hennevogl
• Stayers in mixed Markov renewal models
• A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
• Random effects in generalized linear models and the em algoritham
• Specification Tests for the Multinomial Logit Model
• The Analysis of Re-Employment Probabilities for the Unemployed
• Nonparametric Maximum Likelihood Estimation of a Mixing Distribution

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