Estimation for mixtures of Markov processes.
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Publication:1871278
DOI10.1016/S0167-7152(02)00127-XzbMath1045.62080OpenAlexW2037487715MaRDI QIDQ1871278
Jeong-Gun Park, Ishwar V. Basawa
Publication date: 7 May 2003
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(02)00127-x
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05)
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Cites Work
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- Quasi-likelihood and its application. A general approach to optimal parameter estimation
- The foundations of finite sample estimation in stochastic processes
- Mixed Poisson Regression Models with Covariate Dependent Rates
- Markov Poisson regression models for discrete time series. Part 1: Methodology
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