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Estimation of the parameters of a semi-Markov process from censored records

Published online by Cambridge University Press:  01 July 2016

M. E. Thompson
M. E. Thompson*
Affiliation:
University of Waterloo
*
∗Postal address: Department of Statistics, University of Waterloo, Waterloo, Ontario N2L 3G1, Canada.
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Abstract

The estimation of the parameters of a discrete-time semi-Markov process is considered, when the data consist of records of a large number of individuals observed in a specified short period of time. Such a problem may arise in the modelling of intra-urban mobility. Methods of estimation of the parameters are suggested, and a numerical example discussed for the case when the observation period consists of three consecutive time points.

Keywords

PARTIAL LIKELIHOODMOBILITYPANEL DATA
Type
Research Article
Information
Advances in Applied Probability , Volume 13 , Issue 4 , December 1981 , pp. 804 - 825
Copyright
Copyright © Applied Probability Trust 1981 

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Footnotes

This research was completed while the author was on sabbatical at Imperial College, London, and was supported in part by a grant from the Canada Council.

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