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08/03/2021
Some results on maximum likelihood estimation under the EM algorithm: Asymptotic properties and consistent sandwich estimator of covariance matrix
Although it has been well accepted that the asymptotic covariance matrix...
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07/14/2021
A new class of conditional Markov jump processes with regime switching and path dependence: properties and maximum likelihood estimation
This paper develops a new class of conditional Markov jump processes wit...
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06/08/2021
Efficient Estimation For The Joint Model of Survival and Longitudinal Data
In survival studies it is important to record the values of key longitud...
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03/03/2021
Maximum likelihood estimation for a general mixture of Markov jump processes
We estimate a general mixture of Markov jump processes. The key novel fe...
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05/21/2019