The information in aggregate data from Markov chains

DOI10.1093/biomet/71.3.419zbMath0567.62072OpenAlexW2072249653MaRDI QIDQ3683376

Jerald F. Lawless, Donald L. McLeish

Publication date: 1984

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/71.3.419

zbMATH Keywords

predictionMarkov chainsasymptotic efficiencypanel datatransition probabilitiesloss of informationgeneralized least squares estimatoraggregate dataestimation of equilibrium distributionsk-state chainsmean occupancy numbers

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and prediction (62M20) Markov processes: estimation; hidden Markov models (62M05)

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