Consistent estimation for discretely observed Markov jump processes with an absorbing state (Q379949): Difference between revisions

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Latest revision as of 00:29, 7 July 2024

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Consistent estimation for discretely observed Markov jump processes with an absorbing state
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    Consistent estimation for discretely observed Markov jump processes with an absorbing state (English)
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    11 November 2013
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    multiple Markov jump process
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    credit rating
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    discrete observations
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    EM
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    parametric maximum likelihood
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