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.
@article{bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1047,
author = {Ewa Bakinowska and Rados\l aw Kala},
title = {Likelihood and quasi - likelihood estimation of transition probabilities},
journal = {Discussiones Mathematicae Probability and Statistics},
volume = {24},
year = {2004},
pages = {77-84},
zbl = {1053.62025},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1047}
}
Ewa Bakinowska; Radosław Kala. Likelihood and quasi - likelihood estimation of transition probabilities. Discussiones Mathematicae Probability and Statistics, Tome 24 (2004) pp. 77-84. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1047/
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