Markov models. The key step to show identification is the joint diagonalization of a set of matrices in the same non …-orthogonal basis. An estimator of the latent-structure model may then be based on a sample version of this simultaneous-diagonalization … problem. Simple algorithms are available for computation. Asymptotic theory is derived for this joint approximate-diagonalization …

Markov models. The key step to show identification is the joint diagonalization of a set of matrices in the same non …-orthogonal basis. An estimator of the latent-structure model may then be based on a sample version of this simultaneous-diagonalization … problem. Simple algorithms are available for computation. Asymptotic theory is derived for this joint approximate-diagonalization …

diagonalization and separation arguments respectively, of the closure of the range of a purely atomic or purely nonatomic countably …