Closure–state specification for markov–process models with incomplete micro data

DOI10.1080/00949659308811530zbMath0832.62076OpenAlexW1969198251MaRDI QIDQ4864187

W. David Kelton, Christina M. L. Kelton

Publication date: 29 January 1996

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

Full work available at URL: https://doi.org/10.1080/00949659308811530

zbMATH Keywords

entry and exitclosure stateincomplete micro datamaximum-likelihood estimators of the closure-state sizemedia-share prediction

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Markov processes: estimation; hidden Markov models (62M05) Consumer behavior, demand theory (91B42)

Related Items (1)

Entry and exit in markov-process models estimated from macro data, with applications to shifts between advertising media

Cites Work

• Statistical Inference about Markov Chains
• Statistical Methods in Markov Chains
• Small-Sample Hypothesis Tests of Markov Order, with Application to Simulated and Hydrologic Chains
• Tests for Contingency Tables and Markov Chains
• Unnamed Item
• Unnamed Item

This page was built for publication: Closure–state specification for markov–process models with incomplete micro data