Access

You are not currently logged in.

Access your personal account or get JSTOR access through your library or other institution:

login

Log in to your personal account or through your institution.

If You Use a Screen Reader

This content is available through Read Online (Free) program, which relies on page scans. Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.

Estimation in Markov Models from Aggregate Data

J. D. Kalbfleisch, J. F. Lawless and W. M. Vollmer
Biometrics
Vol. 39, No. 4 (Dec., 1983), pp. 907-919
DOI: 10.2307/2531326
Stable URL: http://www.jstor.org/stable/2531326
Page Count: 13
  • Read Online (Free)
  • Download ($14.00)
  • Subscribe ($19.50)
  • Cite this Item
Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Estimation in Markov Models from Aggregate Data
Preview not available

Abstract

In this paper, situations in which individuals move through a finite set of states according to a continuous-time Markov process are considered. Only aggregate data are available: these consist of the number of individuals in each state at specified observation times. We develop conditional least squares and approximate maximum-likelihood-estimation procedures for time-homogeneous models, and extend the methods so that they can handle immigration of individuals into the system during observation. Asymptotic covariance estimates are presented, and some problems for future study are noted.

Page Thumbnails

  • Thumbnail: Page 
907
    907
  • Thumbnail: Page 
908
    908
  • Thumbnail: Page 
909
    909
  • Thumbnail: Page 
910
    910
  • Thumbnail: Page 
911
    911
  • Thumbnail: Page 
912
    912
  • Thumbnail: Page 
913
    913
  • Thumbnail: Page 
914
    914
  • Thumbnail: Page 
915
    915
  • Thumbnail: Page 
916
    916
  • Thumbnail: Page 
917
    917
  • Thumbnail: Page 
918
    918
  • Thumbnail: Page 
919
    919