Inference for Discrete Time Stochastic Processes using Aggregated Survey Data
We consider a longitudinal system in which transitions between the states are governed by a discrete time finite state space stochastic process X. Our aim, using aggregated sample survey data of the form typically collected by official statistical agencies, is to undertake model based inference for the underlying process X. We will develop inferential techniques for continuing sample surveys of two distinct types. First, longitudinal surveys in which the same individuals are sampled in each...[Show more]
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