Estimating and interpolating a Markov chain from aggregate data期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

Estimating and interpolating a Markov chain from aggregate data

Authors:	Davis, B. A. Heathcote, C. R. O'neill, T. J.

Affiliation:	¹ School of Finance and Applied Statistics, Australian National University, Canberra ACT 0200, Australia brett.davis{at}anu.edu.au ² Centre for Mathematics and its Applications, Australian National University, Canberra ACT 0200, Australia heacstat{at}maths.anu.edu.au ³ School of Finance and Applied Statistics, Australian National University, Canberra ACT 0200, Australia terry.oneill{at}anu.edu.au

Abstract:

Keywords:	Interpolation Longitudinal data Markov chain Odds Vector regression Weighted least squares
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