Likelihood and quasi - likelihood estimation of transition probabilities
نویسندگان
چکیده
منابع مشابه
Likelihood and Quasi-likelihood Estimation of Transition Probabilities
In the paper two approaches to the problem of estimation of transition probabilities are considered. The approach by McCullagh and Nelder [5], based on the independent model and the quasi-likelihood function, is compared with the approach based on the marginal model and the standard likelihood function. The estimates following from these two approaches are illustrated on a simple example which ...
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ژورنال
عنوان ژورنال: Discussiones Mathematicae Probability and Statistics
سال: 2023
ISSN: ['1509-9423', '2084-0381']
DOI: https://doi.org/10.7151/dmps.1047