Estimation in Markov Models from Aggregate Data. Kalbfleisch, J. D., Lawless, J. F., & Vollmer, W. M. Biometrics, 39(4):907, December, 1983.
Estimation in Markov Models from Aggregate Data [link]Paper  doi  abstract   bibtex   
In this paper, situations in which individuals move through a finite set of states according to a continuous-time Markov process are considered. Only aggregate data are available: these consist of the number of individuals in each state at specified observation times. We develop conditional least squares and approximate maximum-likelihood-estimation procedures for time-homogeneous models, and extend the methods so that they can handle immigration of individuals into the system during observation. Asymptotic covariance estimates are presented, and some problems for future study are noted.
@article{kalbfleisch_estimation_1983-1,
	title = {Estimation in {Markov} {Models} from {Aggregate} {Data}},
	volume = {39},
	issn = {0006341X},
	url = {https://www.jstor.org/stable/2531326?origin=crossref},
	doi = {10.2307/2531326},
	abstract = {In this paper, situations in which individuals move through a finite set of states according to a continuous-time Markov process are considered. Only aggregate data are available: these consist of the number of individuals in each state at specified observation times. We develop conditional least squares and approximate maximum-likelihood-estimation procedures for time-homogeneous models, and extend the methods so that they can handle immigration of individuals into the system during observation. Asymptotic covariance estimates are presented, and some problems for future study are noted.},
	language = {en},
	number = {4},
	urldate = {2019-05-02},
	journal = {Biometrics},
	author = {Kalbfleisch, J. D. and Lawless, J. F. and Vollmer, W. M.},
	month = dec,
	year = {1983},
	pages = {907},
	file = {Kalbfleisch et al. - 1983 - Estimation in Markov Models from Aggregate Data.pdf:/Users/neil.hawkins/Zotero/storage/NBJPBG4P/Kalbfleisch et al. - 1983 - Estimation in Markov Models from Aggregate Data.pdf:application/pdf},
}

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