Geodesic
Likelihood and quasi - likelihood estimation of transition probabilities
Discussiones Mathematicae. Probability and Statistics, Tome 24 (2004) no. 1, pp. 77-84

Voir la notice de l'article provenant de la source Library of Science

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.
Keywords: likelihood estimation, quasi-likelihood estimation, transition probabilities, quasi-information matrix 
@article{DMPS_2004_24_1_a3,
     author = {Bakinowska, Ewa and Kala, Rados{\l}aw},
     title = {Likelihood and quasi - likelihood estimation of transition probabilities},
     journal = {Discussiones Mathematicae. Probability and Statistics},
     pages = {77--84},
     publisher = {mathdoc},
     volume = {24},
     number = {1},
     year = {2004},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/DMPS_2004_24_1_a3/}
}
TY  - JOUR
AU  - Bakinowska, Ewa
AU  - Kala, Radosław
TI  - Likelihood and quasi - likelihood estimation of transition probabilities
JO  - Discussiones Mathematicae. Probability and Statistics
PY  - 2004
SP  - 77
EP  - 84
VL  - 24
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/DMPS_2004_24_1_a3/
LA  - en
ID  - DMPS_2004_24_1_a3
ER  - 
%0 Journal Article
%A Bakinowska, Ewa
%A Kala, Radosław
%T Likelihood and quasi - likelihood estimation of transition probabilities
%J Discussiones Mathematicae. Probability and Statistics
%D 2004
%P 77-84
%V 24
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/DMPS_2004_24_1_a3/
%G en
%F DMPS_2004_24_1_a3
Bakinowska, Ewa; Kala, Radosław. Likelihood and quasi - likelihood estimation of transition probabilities. Discussiones Mathematicae. Probability and Statistics, Tome 24 (2004) no. 1, pp. 77-84. http://geodesic.mathdoc.fr/item/DMPS_2004_24_1_a3/