Distributional Properties of the Mixture of Continuous-Time Absorbing Markov Chains Moving at Different Speeds (Q5113877): Difference between revisions

Revision as of 22:35, 22 July 2024

scientific article; zbMATH DE number 7212989

Language	Label	Description	Also known as
English	Distributional Properties of the Mixture of Continuous-Time Absorbing Markov Chains Moving at Different Speeds	scientific article; zbMATH DE number 7212989

Statements

instance of

scholarly article

0 references

title

Distributional Properties of the Mixture of Continuous-Time Absorbing Markov Chains Moving at Different Speeds (English)

0 references

0 references

0 references

18 June 2020

0 references

zbMATH Keywords

Markov chains

0 references

Markov mixture processes

0 references

generalized phase-type distributions

0 references

forward intensity

0 references

residual occupation time

0 references

describes a project that uses

invGauss

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1287/stsy.2017.0007

0 references

cites work

Q4864600

0 references

Understanding the shape of the hazard rate: A process point of view. (With comments and a rejoinder).

0 references

Survival and event history analysis. A process point of view

0 references

Q3560912

0 references

Some Explicit Formulas for the Exponential Matrix e tA

0 references

Applied Probability and Queues

0 references

Russian and American put options under exponential phase-type Lévy models.

0 references

Closure of phase type distributions under operations arising in reliability theory

0 references

Queues and Risk Processes with Dependencies

0 references

An Introduction to Queueing Theory and Matrix-Analytic Methods

0 references

Input Modeling with Phase-Type Distributions and Markov Models

0 references

More explicit formulas for the matrix exponential

0 references

Q2724107

0 references

Multiperiod corporate default prediction -- a forward intensity approach

0 references

Maximum Likelihood Estimation in the Mover-Stayer Model

0 references

Estimation in the Mixture of Markov Chains Moving With Different Speeds

0 references

Q4779058

0 references

Q2915817

0 references

Markov Aging Process and Phase-Type Law of Mortality

0 references

Q3923308

0 references

On non-uniqueness of representations of phase-type distributions

0 references

Characterization of phase-type distributions

0 references

Phase-type software reliability model: parameter estimation algorithms with grouped data

0 references

Q4851818

0 references

Identifiers

zbMATH Open document ID

1446.60054

0 references

DOI

10.1287/stsy.2017.0007

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5113877

@@ Property / describes a project that uses @@
+invGauss
@@ Property / describes a project that uses: invGauss / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1287/stsy.2017.0007
+Normal rank
@@ Property / OpenAlex ID @@
+W2786063818
@@ Property / OpenAlex ID: W2786063818 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4864600
@@ Property / cites work: Q4864600 / rank @@
+Normal rank
@@ Property / cites work @@
+Understanding the shape of the hazard rate: A process point of view. (With comments and a rejoinder).
+Normal rank
@@ Property / cites work @@
+Survival and event history analysis. A process point of view
+Normal rank
@@ Property / cites work @@
+Q3560912
@@ Property / cites work: Q3560912 / rank @@
+Normal rank
@@ Property / cites work @@
+Some Explicit Formulas for the Exponential Matrix e tA
+Normal rank
@@ Property / cites work @@
+Applied Probability and Queues
@@ Property / cites work: Applied Probability and Queues / rank @@
+Normal rank
@@ Property / cites work @@
+Russian and American put options under exponential phase-type Lévy models.
+Normal rank
@@ Property / cites work @@
+Closure of phase type distributions under operations arising in reliability theory
+Normal rank
@@ Property / cites work @@
+Queues and Risk Processes with Dependencies
@@ Property / cites work: Queues and Risk Processes with Dependencies / rank @@
+Normal rank
@@ Property / cites work @@
+An Introduction to Queueing Theory and Matrix-Analytic Methods
+Normal rank
@@ Property / cites work @@
+Input Modeling with Phase-Type Distributions and Markov Models
+Normal rank
@@ Property / cites work @@
+More explicit formulas for the matrix exponential
@@ Property / cites work: More explicit formulas for the matrix exponential / rank @@
+Normal rank
@@ Property / cites work @@
+Q2724107
@@ Property / cites work: Q2724107 / rank @@
+Normal rank
@@ Property / cites work @@
+Multiperiod corporate default prediction -- a forward intensity approach
+Normal rank
@@ Property / cites work @@
+Maximum Likelihood Estimation in the Mover-Stayer Model
+Normal rank
@@ Property / cites work @@
+Estimation in the Mixture of Markov Chains Moving With Different Speeds
+Normal rank
@@ Property / cites work @@
+Q4779058
@@ Property / cites work: Q4779058 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2915817
@@ Property / cites work: Q2915817 / rank @@
+Normal rank
@@ Property / cites work @@
+Markov Aging Process and Phase-Type Law of Mortality
+Normal rank
@@ Property / cites work @@
+Q3923308
@@ Property / cites work: Q3923308 / rank @@
+Normal rank
@@ Property / cites work @@
+On non-uniqueness of representations of phase-type distributions
+Normal rank
@@ Property / cites work @@
+Characterization of phase-type distributions
@@ Property / cites work: Characterization of phase-type distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Phase-type software reliability model: parameter estimation algorithms with grouped data
+Normal rank
@@ Property / cites work @@
+Q4851818
@@ Property / cites work: Q4851818 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5113877