- Tytuł:
- Likelihood and quasi - likelihood estimation of transition probabilities
- Autorzy:
-
Bakinowska, Ewa
Kala, Radosław - Powiązania:
- https://bibliotekanauki.pl/articles/729736.pdf
- Data publikacji:
- 2004
- Wydawca:
- Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
- Tematy:
-
likelihood estimation
quasi-likelihood estimation
transition probabilities
quasi-information matrix - Opis:
- 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 was used by McCullagh and Nelder.
- Źródło:
-
Discussiones Mathematicae Probability and Statistics; 2004, 24, 1; 77-84
1509-9423 - Pojawia się w:
- Discussiones Mathematicae Probability and Statistics
- Dostawca treści:
- Biblioteka Nauki
Artykuł