Statistical inference in nonstationary markov models with embedded explanatory variables

DOI10.1080/00949659108811317zbMath0800.62505OpenAlexW1966664169MaRDI QIDQ3135431

Christina M. L. Kelton, Marlene A. Smith

Publication date: 11 October 1993

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659108811317

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Markov processes: estimation; hidden Markov models (62M05) Markov processes: hypothesis testing (62M02)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Least squares estimation in finite Markov processes
• Finite Markov processes in psychology
• Tests of Equality Between Sets of Coefficients in Two Linear Regressions
• Development of Specific hypothesis tests for estimated markov chains
• Nonlinear programming solutions to the nonstationary markov model
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• Estimation of Time-Independent Markov Processes with Aggregate Data: A Comparison of Techniques
• Estimation of Time-Varying Markov Processes with Aggregate Data
• A More Portable Fortran Random Number Generator
• Markov Processes and Economic Analysis: The Case of Migration
• A Simplex Method for Function Minimization

This page was built for publication: Statistical inference in nonstationary markov models with embedded explanatory variables