Maximum likelihood estimation of an extended latent Markov model for clustered binary panel data.
Francesco BartolucciValentina NigroPublished in: Comput. Stat. Data Anal. (2007)
Keyphrases
- markov model
- maximum likelihood estimation
- panel data
- maximum likelihood
- markov chain
- em algorithm
- hidden markov models
- parameter estimation
- expectation maximization
- probability distribution
- density function
- stock returns
- markov networks
- data mining
- statistical model
- model selection
- random variables
- high dimensional
- pairwise