MTD models for aggregate data from higher order Markov chains

作者：Kaur Inderdeep^*

来源：Statistics & Probability Letters, 2014, 88: 157-164.

DOI：10.1016/j.spl.2014.02.002

• Aggregate data
• MTD model
• Conditional Least Squares
• Markov chains
• Multinomial thinning

We consider two higher order models for aggregate data on a finite state space. In the first model, aggregate data are obtained from N i.i.d. individuals who follow Mixture Transition Distribution (MTD) Markov model of lag l. In the second model, aggregate data are modeled as a MTD Markov model based on multinomial thinning. In both the cases, it is shown that Conditional Least Square Estimators are CAN for a fixed N.

• 出版日期2014-5