Estimating Transition Probabilities from a Time Series of Independent Cross Sections

DOI10.1111/1467-9574.00168zbMath1075.62622OpenAlexW1969895039MaRDI QIDQ4469532

Philip Hans Franses, Rob Eisinga, Ben Pelzer

Publication date: 15 June 2004

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: http://repub.eur.nl/pub/2159

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to social sciences (62P25) Markov processes: estimation; hidden Markov models (62M05)

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