Estimating and interpolating a Markov chain from aggregate data

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Authors

Davis, B
Heathcote, Christopher R
O'Neill, Terence

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Volume Title

Publisher

Biometrika Trust

Abstract

Given aggregated longitudinal data generated by a Markov chain, which may be non-homogeneous, the problem considered is that of modelling, estimating and interpolating the logarithms of partial odds and hence the transition probabilities. By partial odds

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Source

Biometrika

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Restricted until

2037-12-31