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

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+J10
@@ Property / Mathematics Subject Classification ID: 60J10 / rank @@
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+M05
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+C40
@@ Property / Mathematics Subject Classification ID: 65C40 / rank @@
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@@ Property / zbMATH DE Number @@
+6363270
@@ Property / zbMATH DE Number: 6363270 / rank @@
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@@ Property / zbMATH Keywords @@
+Markov chain
@@ Property / zbMATH Keywords: Markov chain / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+identifiability
@@ Property / zbMATH Keywords: identifiability / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+sparse transition matrix
@@ Property / zbMATH Keywords: sparse transition matrix / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+parametric estimation
@@ Property / zbMATH Keywords: parametric estimation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+asymptotic normality
@@ Property / zbMATH Keywords: asymptotic normality / rank @@
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@@ Property / zbMATH Keywords @@
+Lie bracket
@@ Property / zbMATH Keywords: Lie bracket / rank @@
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@@ Property / zbMATH Keywords @@
+numerical simulations
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+.0384
@@ Property / arXiv ID: 1405.0384 / rank @@
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@@ Property / cites work @@
+Statistical Inference about Markov Chains
@@ Property / cites work: Statistical Inference about Markov Chains / rank @@
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@@ Property / cites work @@
+Q5803688
@@ Property / cites work: Q5803688 / rank @@
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@@ Property / cites work @@
+Statistical Inference for Probabilistic Functions of Finite State Markov Chains
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@@ Property / cites work @@
+Asymptotic efficiency in estimation with conditional moment restrictions
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@@ Property / cites work @@
+Q4895893
@@ Property / cites work: Q4895893 / rank @@
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@@ Property / cites work @@
+Imbedded Markov Chain Analysis of a Waiting-Line Process in Continuous Time
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@@ Property / cites work @@
+Stochastic Modeling of Scientific Data
@@ Property / cites work: Stochastic Modeling of Scientific Data / rank @@
+Normal rank
@@ Property / cites work @@
+Finding Generators for Markov Chains via Empirical Transition Matrices, with Applications to Credit Ratings
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@@ Property / cites work @@
+Estimation of Time-Varying Markov Processes with Aggregate Data
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@@ Property / cites work @@
+Time changes of Markov chains
@@ Property / cites work: Time changes of Markov chains / rank @@
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@@ Property / cites work @@
+Q3266687
@@ Property / cites work: Q3266687 / rank @@
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@@ Property / cites work @@
+Q3617561
@@ Property / cites work: Q3617561 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:467002