On the estimation of the parameters of Markov probability models using macro data

DOI10.1214/aos/1176346058zbMath0508.62072OpenAlexW2045669811MaRDI QIDQ1838010

Adriaan P. van der Plas

Publication date: 1983

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346058

zbMATH Keywords

asymptotic normalityalmost sure convergencestrong consistencyconditional least squares estimatorgrouped chainmacro data

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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On the estimation of multidimensional demographic models with population registration data ⋮ Shape-preserving prediction for stationary functional time series ⋮ On inference from Markov chain macro-data using transforms ⋮ Least-squares estimation of transition probabilities from aggregate data ⋮ Estimation for aggregate models: The aggregate Markov chain

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