
doi: 10.7151/dmps.1047
Summary: Two approaches to the problem of estimation of transition probabilities are considered. The approach by \textit{P. McCullagh} and \textit{J. A. Nelder} [Generalized linear models. 2nd ed. (1989; Zbl 0744.62098)], 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.
quasi-information matrix, Point estimation, likelihood estimation, quasi-likelihood estimation, Asymptotic properties of parametric estimators, transition probabilities
quasi-information matrix, Point estimation, likelihood estimation, quasi-likelihood estimation, Asymptotic properties of parametric estimators, transition probabilities
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