Markov models for digraph panel data: Monte Carlo-based derivative estimation
A parametric, continuous-time Markov model for digraph panel data is considered. The parameter is estimated by the method of moments. A convenient method for estimating the variance-covariance matrix of the moment estimator relies on the delta method, requiring the Jacobian matrix-that is, the matri...
| Asıl Yazarlar: | , |
|---|---|
| Materyal Türü: | Journal article |
| Dil: | English |
| Baskı/Yayın Bilgisi: |
2007
|