On inference from Markov chain macro-data using transforms
From MaRDI portal
Publication:546106
DOI10.1016/J.JSPI.2011.04.007zbMath1216.62134OpenAlexW2039183427MaRDI QIDQ546106
Martin Crowder, David A. Stephens
Publication date: 24 June 2011
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2011.04.007
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Least squares estimation in finite Markov processes
- The empirical characteristic function and its applications
- On the estimation of the parameters of Markov probability models using macro data
- Finite Markov processes in psychology
- Least-squares estimation of transition probabilities from aggregate data
- Estimation in Markov Models from Aggregate Data
- Working Life Expectancies: The Case of Finland 1980–2006
- WEIGHTED AREA TECHNIQUES FOR EXPLICIT PARAMETER ESTIMATION IN MULTI-STAGE MODELS
- On statistical transform methods and their efficiency
- The information in aggregate data from Markov chains
- Estimation for aggregate models: The aggregate Markov chain
- Aggregate Data, Ecological Regression, and Voting Transitions
- On Some Fourier Methods for Inference
- Estimating the Rate Constants in a Two-Compartment Stochastic Model
- Asymptotic Statistics
- Empirical Transform Estimation for Indexed Stochastic Models
- Estimating and interpolating a Markov chain from aggregate data
- A Sampling Study of the Properties of Estimators of Transition Probabilities
- Maximum Likelihood and Bayesian Estimation of Transition Probabilities
- A TEST OF GOODNESS OF FIT FOR SYMMETRIC RANDOM VARIABLES1
- Estimation in Univariate and Multivariate Stable Distributions
This page was built for publication: On inference from Markov chain macro-data using transforms
