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20122023
most citedEstimating the transition matrix of a Markov chain observed at random times

16 citations · 19 across the 4 of their papers we have counts for

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math.ST2012★ 1 cited

Bayesian interpretation of Generalized empirical likelihood by maximum entropy

Paul Rochet

We study a parametric estimation problem related to moment condition models. As an alternative to the generalized empirical likelihood (GEL) and the generalized method of moments (…