Estimating the transition matrix of a Markov chain observed at random times (Q467002): Difference between revisions

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Latest revision as of 06:30, 9 July 2024

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Estimating the transition matrix of a Markov chain observed at random times
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    Estimating the transition matrix of a Markov chain observed at random times (English)
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    3 November 2014
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    Markov chain
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    identifiability
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    sparse transition matrix
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    parametric estimation
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    asymptotic normality
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    Lie bracket
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    numerical simulations
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