Estimating and interpolating a Markov chain from aggregate data
| dc.contributor.author | Davis, B | |
| dc.contributor.author | Heathcote, Christopher R | |
| dc.contributor.author | O'Neill, Terence | |
| dc.date.accessioned | 2015-12-13T23:24:43Z | |
| dc.date.issued | 2002 | |
| dc.date.updated | 2015-12-12T09:21:40Z | |
| dc.description.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 | |
| dc.identifier.issn | 0006-3444 | |
| dc.identifier.uri | http://hdl.handle.net/1885/92352 | |
| dc.publisher | Biometrika Trust | |
| dc.source | Biometrika | |
| dc.subject | Keywords: Interpolation; Longitudinal data; Markov chain; Odds; Vector regression; Weighted least squares | |
| dc.title | Estimating and interpolating a Markov chain from aggregate data | |
| dc.type | Journal article | |
| local.bibliographicCitation.issue | 1 | |
| local.bibliographicCitation.lastpage | 110 | |
| local.bibliographicCitation.startpage | 95 | |
| local.contributor.affiliation | Davis, B, College of Business and Economics, ANU | |
| local.contributor.affiliation | Heathcote, Christopher R, College of Physical and Mathematical Sciences, ANU | |
| local.contributor.affiliation | O'Neill, Terence, College of Business and Economics, ANU | |
| local.contributor.authoruid | Davis, B, u1585708 | |
| local.contributor.authoruid | Heathcote, Christopher R, v002791 | |
| local.contributor.authoruid | O'Neill, Terence, u7601382 | |
| local.description.embargo | 2037-12-31 | |
| local.description.notes | Imported from ARIES | |
| local.description.refereed | Yes | |
| local.identifier.absfor | 010406 - Stochastic Analysis and Modelling | |
| local.identifier.ariespublication | MigratedxPub23426 | |
| local.identifier.citationvolume | 89 | |
| local.identifier.doi | 10.1093/biomet/89.1.95 | |
| local.identifier.scopusID | 2-s2.0-21244456444 | |
| local.type.status | Published Version |