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International Conference on Statistics, Combinatorics and Related Areas and the Eighth International Conference of Forum for Interdisciplinary Mathematics
December 19-21, 2001
School of Mathematics and Applied Statistics, University of Wollongong
Wollongong, NSW, Australia

Organizers
Satya N. Mishra (University of South Alabama), Chandra M. Gulati (University of Wollongong)

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Time-Invariance Estimating Equations - Efficiency and Applications
by
Adrian Baddeley
University of Western Australia
Coauthors: Antonietta Mira (University of Insubria, Italy)

A simple trick for deriving point estimators for any stochastic model is the following. Suppose the model can be represented as the stationary distribution of a Markov chain. Then the generator of this chain is a ready-made source of unbiased estimating equations. Special cases include maximum likelihood, maximum pseudolikelihood (for discrete Markov random fields and for Markov point processes), the Takacs-Fiksel method for point processes, and the reduced sample estimator of lifetime distribution from right-censored data. This talk describes the main idea, and reports some recent results about efficiency in the Godambe-Heyde sense.

Adrian Baddeley's web page

Date received: November 13, 2001

Copyright © 2001 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # caid-87.